Download This PaperValoración de Bonos con Opciones (Valuation of Bonds with Options)
14 Pages Posted: 18 Apr 2008 Last revised: 18 Oct 2013
Date Written: April 16, 2008
Abstract
En este documento se valoran varias emisiones de bonos bolsa (un tipo de bonos estructurados) emitidos en España. Estis instrumentos financieros son la combinación de un bono y una o más opciones.
I value several issues of 'bonos bolsa' issued in Spain. These instruments are the combination of a bond (usually a zero coupon bond) and one or more options.
Note: Downloadable document is in Spanish.
Keywords: bonos bolsa, teaching, Black and Scholes, simulation
JEL Classification: G10, G12, G13
Suggested Citation: Suggested Citation
Pablo Fernandez (Contact Author)
IESE Business School ( email )
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