Amanote Research

Amanote Research

    RegisterSign In

Valuing Callable and Putable Revenue-Performance-Linked Project Backed Securities

International Journal of Theoretical and Applied Finance - Singapore
doi 10.1142/s021902491000598x
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometricsFinance
Date

August 1, 2010

Authors
FENG DONGNICOLA CHIARAJAN VECER
Publisher

World Scientific Pub Co Pte Lt


Related search

Asset-Backed Securities: Costs and Benefits of “Bankruptcy Remoteness”

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2010English

Positive Liquidity Spillovers From Sovereign Bond-Backed Securities

SSRN Electronic Journal
2018English

The Future Market of Mortgage Backed Securities in Japan

The Japanese Journal of Real Estate Sciences
2002English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

Journal of Housing Economics
EconomicsEconometrics
2011English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

SSRN Electronic Journal
2009English

Limits of Arbitrage: Theory and Evidence From the Mortgage-Backed Securities Market

SSRN Electronic Journal
2004English

Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?

2012English

Living With Mortality: Longevity Bonds and Other Mortality-Linked Securities

British Actuarial Journal
UncertaintyEconomicsStatisticsEconometricsProbability
2006English

Valuing the Futures-Market Performance Guarantee

Macroeconomic Dynamics
EconomicsEconometrics
1997English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy