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

Cao, Ye

2012

Description
  • 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
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