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Callable Exotic Option Valuation
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- callable option, callable note
- Permanent URL:
- http://dx.doi.org/10.17613/epxa-jw54
- Abstract:
- A callable note allows the issuer to exercise a call option on the note on a specified date or set of dates prior to maturity. Callable note or callable exotics are among the most challenging derivatives to price. These products are loosely defined by the provision that the holder or issuer has the right to call the product or exercise into various underlying instruments after a lock-out period expires.
- Notes:
- https://gitlab.com/cmrm11/eqcallable/-/raw/master/EqCallable-15.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 2 years ago
- License:
- All-Rights-Granted
- Share this:
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eqcallable-15.pdf