The Pricing of Bull and Bear Floating Rate Notes∶ An Application .ppt

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2017-12-31 发布于江西
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The Pricing of Bull and Bear Floating Rate Notes∶ An Application .ppt

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The Pricing of Bull and Bear Floating Rate Notes∶ An Application

The Pricing of Bull and Bear Floating Rate Notes: An Application of Financial EngineeringDonald J. Smith 財金所碩一蔡佩伶林瑋莉洪婉瑜 Definition of bull bear FRN Equilibrium pricing on bull bear FRN without constraint Equilibrium pricing on bull bear FRN with constraint The pricing sensitivity of bull bear floaters Market condition Example：Far Eastern Textile Bull-Bear notes Definition of Bull Bear FRN Definition of Bull Bear FRN Definition of Bull Bear FRN Definition of Bull Bear FRN Pricing on Bull Bear FRNwithout Constraint Pricing on Bull Bear FRN without Constraint --- Example 1 Pricing on Bull Bear FRN without Constraint --- Example 1 Pricing on Bull Bear FRN without Constraint --- Example 2 Pricing on Bull Bear FRN without Constraint --- Generalized Pricing on Bull Bear FRN without Constraint Pricing on Bull Bear FRNwith Constraint Bull Floating Rate Noteswith Constraint Bull FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bull FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bull FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bull FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bull FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bull FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bull FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bear Floating Rate Noteswith Constraint Bear FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bear FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bear FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bear FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bear FRN with Constraint Problem Solution Sol Diagram Pricing of Restricted Floater Bear FRN