11 Pages Posted: 19 Mar 2007
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
Do you have a job opening that you would like to promote on SSRN?
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: mafi.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.