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MERCADOS DE NOTAS ESTRUCTURADAS.

Authors :
Venegas-Martínez, Francisco
Source :
Trimestre Económico. jul-sep2007, Vol. 74 Issue 295, p615-661. 47p. 5 Charts.
Publication Year :
2007

Abstract

This paper carries out an analysis of the most common structured notes traded in Financial markets. A detailed description of such financial instruments emphasizing their particular characteristics and technical difficulties in the valuation process is provided. Due to the fact that most of the structured notes traded in the mexican financial markets are certificate deposits with granted capital, we supply the basic elements for their valuation, such as floating coupon-bearing bonds and interest-rate contingent claims. Moreover, for most of the studied structured notes, theoretical pricing models are developed. Finally, for illustrative purposes, several numerical examples of notes are fully developed. [ABSTRACT FROM AUTHOR]

Details

Language :
Spanish
ISSN :
00413011
Volume :
74
Issue :
295
Database :
Academic Search Index
Journal :
Trimestre Económico
Publication Type :
Academic Journal
Accession number :
26020567