Valuation of Bonds with Options (in Spanish)
University of Navarra - IESE Business School
April 16, 2008
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.
Number of Pages in PDF File: 14
Keywords: bonos bolsa, teaching, Black and Scholes, simulation
JEL Classification: G10, G12, G13working papers series
Date posted: April 18, 2008
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