Cargando…
Is there a Novelty Premiumon New Financial Instruments? : the Argentine Experience with Gdp-Indexed Warrants /
This paper examines the Argentine experience with GDP-indexed warrants in order to gauge the existence of a novelty premium on new financial instruments. It develops a Monte Carlo pricing exercise to calculate the expected net present value of payments, on the basis of various forecast assumptions....
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| Colección: | IMF Working Papers ;
Working Paper no. 08/109. |
| Temas: | |
| Acceso en línea: | Texto completo |