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- Embedded_option abstract "An Embedded option is a component of a financial bond or other security, and usually provides the bondholder or the issuer the right to take some action against the other party. There are several types of options that can be embedded into a bond. Some common types of bonds with embedded options include callable bond, puttable bond, convertible bond, extendible bond, and exchangeable bond. A bond may have several options embedded if they are not mutually exclusive.Securities other than bonds that may have embedded options include senior equity, convertible preferred stock and exchangeable preferred stock. See Convertible security.The valuation of these securities combines Bond- or Equity-valuation, as appropriate, with option pricing. For bonds here, there are two main approaches: (1) Depending on the type of option, the option price, as calculated using Black Scholes, is either added to or subtracted from the price of the "straight" bond (i.e. as if it had no optionality) and this total is then the value of the bond. (2) A bespoke "tree" (usually a lattice based short rate model) may be constructed where the option's effect is incorporated at each node in the tree, impacting either the bond price or the option price as specified; see further under Bond option. Once the price has been calculated, the various yields can then be calculated for the security. Other securities with embedded derivatives are priced similarly.".
- Embedded_option wikiPageID "24352522".
- Embedded_option wikiPageRevisionID "545724140".
- Embedded_option hasPhotoCollection Embedded_option.
- Embedded_option subject Category:Commercial_bonds.
- Embedded_option subject Category:Fixed_income_analysis.
- Embedded_option type Attraction111426530.
- Embedded_option type ChemicalBond111436283.
- Embedded_option type CommercialBonds.
- Embedded_option type Force111458624.
- Embedded_option type NaturalPhenomenon111408559.
- Embedded_option type Phenomenon100034213.
- Embedded_option type PhysicalEntity100001930.
- Embedded_option type PhysicalPhenomenon111419404.
- Embedded_option type Process100029677.
- Embedded_option comment "An Embedded option is a component of a financial bond or other security, and usually provides the bondholder or the issuer the right to take some action against the other party. There are several types of options that can be embedded into a bond. Some common types of bonds with embedded options include callable bond, puttable bond, convertible bond, extendible bond, and exchangeable bond.".
- Embedded_option label "Embedded option".
- Embedded_option sameAs m.07s47v2.
- Embedded_option sameAs Q5370008.
- Embedded_option sameAs Q5370008.
- Embedded_option sameAs Embedded_option.
- Embedded_option wasDerivedFrom Embedded_option?oldid=545724140.
- Embedded_option isPrimaryTopicOf Embedded_option.