Valoración de Bonos con Opciones (Valuation of Bonds with Options)

14 Pages Posted: 18 Apr 2008 Last revised: 18 Oct 2013

Pablo Fernandez

University of Navarra - IESE Business School

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.

Notes: Downloadable document is in Spanish.

Keywords: bonos bolsa, teaching, Black and Scholes, simulation

JEL Classification: G10, G12, G13

Suggested Citation

Fernandez, Pablo, Valoración de Bonos con Opciones (Valuation of Bonds with Options) (April 16, 2008). Available at SSRN: https://ssrn.com/abstract=1121393 or http://dx.doi.org/10.2139/ssrn.1121393

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/

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