𝔖 Bobbio Scriptorium
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The equity and efficiency of runway pricing

✍ Scribed by Steven A. Morrison

Book ID
113213005
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
1015 KB
Volume
34
Category
Article
ISSN
0047-2727

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## 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 risk‐neutral valuation method, the swap payment is replicated at each