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

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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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Miyajima, Ken, 1971- (Author)
Corporate Author:	International Monetary Fund. International Capital Markets Department
Format:	eBook
Language:	English
Published:	[Washington, D.C.] : International Monetary Fund, International Capital Markets Dept., ©2006.
Series:	IMF working paper ; WP/06/85.
Subjects:	Bonds > Econometric models. Gross domestic product > Econometric models.