Puttable and extendible bonds
Subtitle: developing interest rate derivatives for emerging markets
By: Salih N. Neftci and André O. Santos.
Contributors: Santos, André.; IMF Institute.; International Monetary Fund.
Series: IMF working paper -- WP/03/201
Publisher: International Monetary Fund, IMF Institute
Published: 2003
Place of publication: Washington, D.C
Language: eng
Number of pages: 29
Subjects: Interest rates.; Bonds -- Developing countries -- Econometric models.; Interest rate futures -- Developing countries -- Econometric models.; Derivative securities -- Developing countries -- Econometric models.; Bond market -- Developing countries -- Econometric models.; Bonds -- Prices -- Developing countries -- Econometric models.
Notes: Cover title.

"October 2003"--Caption.

Includes bibliographical references (p. 27-29).

Also available on the World Wide Web.