GDP Warrant Design for Greek Debt Restructuring- Lessons from the Argentine Default

Cao, Ye
2012

Submitted in partial fulfillment of the degree of Master of International Business at the Fletcher School of Law and Diplomacy. This paper designs a GDP-linked warrant for Greek debt restructuring with an examination of the Argentine experience. It discusses the benefits of GDP warrants for sovereign issuers and investors. It also develops a Black model pricing exercise to calculate th... read more

This object is in collection:
Fletcher School records
Subjects
MIB thesis.
Permanent URL
http://hdl.handle.net/10427/77506
ID: tufts:UA015.012.080.00017
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