How to evaluate GDP-linked warrants : price and repayment capacity /

Following a brief review of the recent history of GDP-linked instruments, this paper proposes a set of tools to examine the quantitative properties of GDP-linked warrants. It argues that trigger conditions should be clearly identifiable and payment amounts easily calculable. Based on a design that i...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Miyajima, Ken, 1971- (Autor)
Autor Corporativo: International Monetary Fund. International Capital Markets Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, International Capital Markets Dept., ©2006.
Colección:IMF working paper ; WP/06/85.
Temas:
Bonds > Econometric models.
Gross domestic product > Econometric models.
Produit intérieur brut > Modèles économétriques.
Obligations (Valeurs) > Modèles économétriques.
Bonds > Econometric models
Gross domestic product > Econometric models
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Contents
  • I. INTRODUCTION
  • II. HISTORY AND CHARACTERISTICS
  • III. THE MODEL
  • IV. CONCLUDING REMARKS
  • References

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