Valuation of Bonds with Options (in Spanish)

Fernandez, Pablo

doi:10.2139/ssrn.1121393

Abstract

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Valuation of Bonds with Options (in Spanish)

Pablo Fernandez

University of Navarra - IESE Business School

April 16, 2008

Abstract:
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, G13

working papers series

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Date posted: April 18, 2008

Suggested Citation

Fernandez, Pablo, Valuation of Bonds with Options (in Spanish) (April 16, 2008). Available at SSRN: http://ssrn.com/abstract=1121393 or http://dx.doi.org/10.2139/ssrn.1121393

Contact Information

Pablo Fernandez (Contact Author)

University of Navarra - IESE Business School ( email )

Camino del Cerro del Aguila 3
28023 Madrid
Spain
+34 91 357 0809 (Phone)
+34 91 357 2913 (Fax)

HOME PAGE: http://web.iese.edu/PabloFernandez/