Yield Rate on a Callable Zero-Coupon Bond

Joanna Klimkowska ()
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Joanna Klimkowska: Warsaw School of Economics, Poland

Chapter 7 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 1, pp 101-111 from University of Lodz

Abstract: Chapter 7 is devoted to an analysis of zero-coupon bonds with the valuation principle based on arbitrage-free pricing methodology. The findings are demonstrated with an example based on a comparative study of alternative investments and it is argued that bonds with embedded options may be considered as an alternative financial instrument.

Keywords: Arbitrage Pricing Theory (APT); Bonds; Financial instruments (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2006:n:01:ch:07:mon

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