Verfügbarkeit: Pricing Floating-Rate Debt and Related Interest Rate Options

Pricing Floating-Rate Debt and Related Interest Rate Options:

Most developing country debt is denominated in U.S. dollars and has a floating interest rate. The pricing of floating rate debt and related interest rate options are examined in this paper. Formulas for pricing ceilings and floors on floating rate debt are derived for several different models of int...

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1. Verfasser:	Scott, Louis O. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1990
Schriftenreihe:	IMF Working Papers Working Paper No. 90/7
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	Most developing country debt is denominated in U.S. dollars and has a floating interest rate. The pricing of floating rate debt and related interest rate options are examined in this paper. Formulas for pricing ceilings and floors on floating rate debt are derived for several different models of interest rate variability. A framework for pricing risky debt and loan guarantees is presented, and the implications of the debtor country's default option are analyzed. The elimination of large principal repayments, by collateralizing the principal, serves to reduce the debtor country's incentive to use its default option
Beschreibung:	1 Online-Ressource (22 p)
ISBN:	1451842333 9781451842333

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spelling	Scott, Louis O. Verfasser aut Pricing Floating-Rate Debt and Related Interest Rate Options Scott, Louis O Washington, D.C International Monetary Fund 1990 1 Online-Ressource (22 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 90/7 Most developing country debt is denominated in U.S. dollars and has a floating interest rate. The pricing of floating rate debt and related interest rate options are examined in this paper. Formulas for pricing ceilings and floors on floating rate debt are derived for several different models of interest rate variability. A framework for pricing risky debt and loan guarantees is presented, and the implications of the debtor country's default option are analyzed. The elimination of large principal repayments, by collateralizing the principal, serves to reduce the debtor country's incentive to use its default option Online-Ausg http://elibrary.imf.org/view/IMF001/05408-9781451842333/05408-9781451842333/05408-9781451842333.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Scott, Louis O. Pricing Floating-Rate Debt and Related Interest Rate Options
title	Pricing Floating-Rate Debt and Related Interest Rate Options
title_auth	Pricing Floating-Rate Debt and Related Interest Rate Options
title_exact_search	Pricing Floating-Rate Debt and Related Interest Rate Options
title_exact_search_txtP	Pricing Floating-Rate Debt and Related Interest Rate Options
title_full	Pricing Floating-Rate Debt and Related Interest Rate Options Scott, Louis O
title_fullStr	Pricing Floating-Rate Debt and Related Interest Rate Options Scott, Louis O
title_full_unstemmed	Pricing Floating-Rate Debt and Related Interest Rate Options Scott, Louis O
title_short	Pricing Floating-Rate Debt and Related Interest Rate Options
title_sort	pricing floating rate debt and related interest rate options
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