Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Analysis on the Pricing model for a Discrete Coupon Bond with Early
  redemption provision by the Structural Approach   In this paper, using the structural approach is derived a mathematical model
of the discrete coupon bond with the provision that allow the holder to demand
early redemption at any coupon dates prior to the maturity and based on this
model is provided some analysis including min-max and gradient estimates of the
bond price. Using these estimates the existence and uniqueness of the default
boundaries and some relationships between the design parameters of the discrete
coupon bond with early redemption provision are described. Then under some
assumptions the existence and uniqueness of the early redemption boundaries is
proved and the analytic formula of the bond price is provided using higher
binary options. Finally for our bond is provided the analysis on the duration
and credit spread, which are used widely in financial reality. Our works
provide a design guide of the discrete coupon bond with the early redemption
provision

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The categories of this paper are: astro-ph
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The categories of this paper are: nucl-th
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The categories of this paper are: eess
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The categories of this paper are: quant-ph
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The categories of this paper are: hep-th
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The categories of this paper are: chao-dyn
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The categories of this paper are: ao-sci
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The categories of this paper are: solv-int
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The categories of this paper are: hep-ph
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The categories of this paper are: math-ph
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The categories of this paper are: gr-qc
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The categories of this paper are: cond-mat
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The categories of this paper are: cs
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The categories of this paper are: dg-ga
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The categories of this paper are: q-alg
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The categories of this paper are: mtrl-th