Strategic pricing of equity issues
β Scribed by Frank Milne; Klaus Ritzberger
- Publisher
- Springer
- Year
- 2002
- Tongue
- English
- Weight
- 241 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0938-2259
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract This article provides a generalized formula for pricing equity swaps with constant notional principal when the underlying equity markets and settlement currency can be set arbitrarily. To derive swap values using the riskβneutral valuation method, the swap payment is replicated at each
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