Pricing An Interest Payment Guarantee : A Contribution to Debt Reduction Techniques

A Contribution to Debt Reduction Techniques

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This paper describes an approach for computing the market value of an interest guarantee on a bond where the principal is fully collateralized and which is exchanged for discounted sovereign debts. The cost of the insurance is determined on the basis of a simple option pricing model according to the theory of contingent claims. This method... READ MORE...

Publication date: August 1989
ISBN 9781451962390
$10.00

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Publication date: August 1989

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