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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Tác giả chính: Miyajima, Ken
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2006.
Loạt:IMF Working Papers; Working Paper ; No. 2006/085
Truy cập trực tuyến:Full text available on IMF