Stock Loans
11 Pages Posted: 19 Mar 2007
Abstract
This paper introduces a mathematical model for a currently popular financial product called a stock loan. Quantitative analysis is carried out to establish explicitly the value of such a loan, as well as the ranges of fair values of the loan size and interest, and the fee for providing such a service.
Suggested Citation: Suggested Citation
Xia, Jianming and Zhou, Xun Yu, Stock Loans. Mathematical Finance, Vol. 17, No. 2, pp. 307-317, April 2007, Available at SSRN: https://ssrn.com/abstract=974940 or http://dx.doi.org/10.1111/j.1467-9965.2006.00305.x
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Stock Loans
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