Timeline for How to price this Bond
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 17, 2020 at 14:01 | comment | added | StackG | Expanded my argument below | |
| Aug 17, 2020 at 7:42 | comment | added | Bogaso | ... 4) modelling an Instrument is hard doesnt necessarily mean that such instrument should not be traded or existed. Let me know if any further clarification is required. | |
| Aug 17, 2020 at 7:42 | comment | added | Bogaso | Hi Stephen - let me try to address your queries. 1) Yes I agree that originally my question was incomplete, but later modified. However I did not delete my original writings just because some discussions already had happened to bring further clarifications (which I did) and wanted to keep the context. However if viewers advise to delete the earlier parts, I am happy to do that 2) Technically nothing can stop a non-standard bond's payoff to be linked with a 3rd asset, here it is linked to S&P. 3) the Put option privilege is one time and can only be exercised on that particular date only. | |
| Aug 16, 2020 at 13:40 | review | First posts | |||
| Aug 16, 2020 at 17:38 | |||||
| Aug 16, 2020 at 13:36 | history | answered | Stephen Chant | CC BY-SA 4.0 |