Timeline for Who trades exchange options in practice (Margrabe's formula)?
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| Feb 18, 2019 at 21:42 | comment | added | Dimitri Vulis | I found this paper from 2005 hacienda.gob.mx/biblioteca_relacion_inv_ingles/… deciribing the outcome of one of the warrants (declaring it a success) and explaining how the warrants work. Mexico issued such warrants a few more times. Also I recall Philippines also issued similar exchange warrants. | |
| Feb 16, 2019 at 6:33 | comment | added | ZRH | the extra complication makes it more complicated though. margrabe is strictly on two underlyings, whereas this is a multi-underlying option | |
| Feb 15, 2019 at 19:17 | history | answered | Dimitri Vulis | CC BY-SA 4.0 |