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Bond Option

   Also found in: Wikipedia 0.01 sec.
Bond option
An option to buy or sell a bond by a particular date at a fixed price.
Bond Option
An option to buy or sell (depending on whether it is a call or a put) a bond at a certain price on or before the expiry date. One buys a call bond option if one believes that interest rates will fall, causing an increase in bond prices. Likewise, one buys a put bond option if one believes that the opposite will be the case. See also: Stock option.
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Topics include; evaluating equity options, interest rate stochastic models and their application to bond options, the basis of quantitative risk management, prudent rules for banks within the framework of the Basel II rules, and value at risk (VarR and TVaR) models and portfolio choices.
Mathematical finance; deterministic and stochastic models by Reference & Research Book News
Previously, he was Head of the OTC Bond Option desk for European currencies in CSFB's London office.
Paribas Announces New Head of U.S. Government and Agencies Bond ... by Business Wire
Applications for some of the models are given for regular bonds, Treasury futures and Eurodollar futures, bond options and callable bonds, forward rate agreement, interest rate options, swaps, swaptions, mortgage securities, and default- prone corporate bonds.
Interest rate risk modeling; the fixed income valuation course. ... by Reference & Research Book News
 
 
 
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