MétaCan
Menu
← Back to cohort
Record W2271020026

Empirical Investigation of the Canadian Bond Options Market

2004· article· en· W2271020026 on OpenAlexaffabout
Louis Gagnon

Bibliographic record

VenueSSRN Electronic Journal · 2004
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsQueen's University
Fundersnot available
KeywordsBondGovernment bondBond valuationEconomicsMaturity (psychological)Financial economicsVolatility (finance)Notional amountBond marketEquity (law)Yield curveValuation (finance)EconometricsActuarial scienceMonetary economicsFinance
DOInot available

Abstract

fetched live from OpenAlex

This paper constitutes the first formal empirical investigation of a bond option valuation model based on exchange-traded bond options. Using the transactions-level dataset maintained by the Montreal Exchange, I conduct tests of the Schaefer and Schwartz (1987) time-dependent variance model aiming to establish the model's performance in pricing and in hedging long-term Government of Canada bond options for the May 1986 - December 1988 period. The option contracts covered by this investigation are similar to bond options contracts traded over-the-counter in that their underlying asset is a specific long term bond (with an approximate term to maturity of ten years) rather than a notional bond with a specific maturity date. My findings reveal that, in spite of its apparent simplicity, the Schaefer and Schwartz (1987) model generates pricing errors that compare favourably with the typical price deviations documented in the equity options literature. This paper is the first one documenting the existence of a volatility 'smile' in the bond options market, which is a phenomenon that is well documented in the equity options literature. Additional sources of bias relating to the term to maturity of the options and to the term to maturity (duration) of the underlying bond are also documented. The model's tendency to underprice very short-dated options (less than 15 days to maturity) lends support to the notion that the 'true' interest rate yield process may be better described by a jump-diffusion specification, and its tendency to underprice options on longer-term bonds in relation to shorter-term bonds is consistent with the proposition that bond yields exhibit mean-reversion. Finally, simulated trading strategies attempting to capture the model's mis-pricings yield, at times, substantial profits but, given that the most profitable 'arbitrage' trades observed in my sample are concentrated towards a relatively small subset of the sample that includes the most illiquid and infrequently-traded contracts, I conclude that the Shaefer & Schwatz model offers a useful tool for the valuation of exchange-traded bond options.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.014
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.072
Threshold uncertainty score0.144

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.014
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0030.005
Science and technology studies0.0010.001
Scholarly communication0.0020.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0060.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.223
Teacher spread0.205 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2004
Admission routes2
Has abstractyes

Explore more

Same venueSSRN Electronic Journal→Same topicStochastic processes and financial applications→French-language works237,207→