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Pricing Floating-Rate Debt and Related Interest Rate Options

Pricing Floating-Rate Debt and Related Interest Rate Options »

Volume/Issue: 1990/7

Series: IMF Working Papers

Author(s): Louis Scott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1990

DOI: http://dx.doi.org/10.5089/9781451842333.001

ISBN: 9781451842333

Keywords: bond, bonds, debtor country, discount bonds, discount bond

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 cei...

Pricing Floating-Rate Debt and Related Interest Rate Options

Pricing Floating-Rate Debt and Related Interest Rate Options »

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

Volume/Issue: 1990/7

Series: IMF Working Papers

Author(s): Louis Scott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1990

ISBN: 9781451842333

Keywords: bond, bonds, debtor country, discount bonds, discount bond

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 cei...

The Information Content of Prices in Derivative Security Markets

The Information Content of Prices in Derivative Security Markets »

Volume/Issue: 1991/132

Series: IMF Working Papers

Author(s): Louis Scott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1991

DOI: http://dx.doi.org/10.5089/9781451932553.001

ISBN: 9781451932553

Keywords: bond, bond futures, futures price, option pricing, stock price

Prices in futures markets and option markets reflect expectations about future price movements in spot markets, but these prices can also be influenced by risk premia. Futures and forward prices are sometimes inter...

The Information Content of Prices in Derivative Security Markets

The Information Content of Prices in Derivative Security Markets »

Source: The Information Content of Prices in Derivative Security Markets

Volume/Issue: 1991/132

Series: IMF Working Papers

Author(s): Louis Scott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1991

ISBN: 9781451932553

Keywords: bond, bond futures, futures price, option pricing, stock price

Prices in futures markets and option markets reflect expectations about future price movements in spot markets, but these prices can also be influenced by risk premia. Futures and forward prices are sometimes inter...

Front Matter

Front Matter »

Source: A Study of the Soviet Economy. 3-volume set : 3-Volume Set

Series: Books

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 1991

ISBN: 9789264134683

Keywords: prices, payments, credit, interest, wage

This three-volume study of the Soviet economy presents the detailed information, analysis, and recommendations for the summary report presented to the Group of Seven industrial countries in December 1990. The study...

Chapter I Introduction

Chapter I Introduction »

Source: A Study of the Soviet Economy. 3-volume set : 3-Volume Set

Series: Books

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 1991

ISBN: 9789264134683

Keywords: prices, payments, credit, interest, wage

The Economy of the USSR: Summary and Recommendations, transmitted in December 1990 to the participants in the Houston Summit and published in January 1991. A series of background papers, pulling...

Chapter II.2 Economic Developments And Reform Since 1985

Chapter II.2 Economic Developments And Reform Since 1985 »

Source: A Study of the Soviet Economy. 3-volume set : 3-Volume Set

Series: Books

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 1991

ISBN: 9789264134683

Keywords: prices, payments, credit, interest, wage

Numerous steps had been taken by the authorities in the early 1980s to raise productivity, including measures to strengthen labor discipline, tighten surveillance of output quality, improve enterprise reward...

Chapter II.3 The New Reform Effort

Chapter II.3 The New Reform Effort »

Source: A Study of the Soviet Economy. 3-volume set : 3-Volume Set

Series: Books

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 1991

ISBN: 9789264134683

Keywords: prices, payments, credit, interest, wage

1. THE REFORM DEBATE...

Chapter II.1 The Traditional System And Developments Through 19851

Chapter II.1 The Traditional System And Developments Through 19851 »

Source: A Study of the Soviet Economy. 3-volume set : 3-Volume Set

Series: Books

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 1991

ISBN: 9789264134683

Keywords: prices, payments, credit, interest, wage

1. BACKGROUND...

Chapter III.1 Structural Fiscal Issues

Chapter III.1 Structural Fiscal Issues »

Source: A Study of the Soviet Economy. 3-volume set : 3-Volume Set

Series: Books

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 1991

ISBN: 9789264134683

Keywords: prices, payments, credit, interest, wage

1. INTRODUCTION...