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...
| Autore principale: | |
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| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2006.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2006/085 |
| Accesso online: | Full text available on IMF |