Servicios Personalizados
Revista
Articulo
Indicadores
- Citado por SciELO
- Accesos
Links relacionados
- Similares en SciELO
Compartir
El trimestre económico
versión On-line ISSN 2448-718Xversión impresa ISSN 0041-3011
Resumen
VENEGAS-MARTINEZ, Francisco. Mercados de notas estructuradas. Un análisis descriptivo y métodos de evaluación. El trimestre econ [online]. 2007, vol.74, n.295, pp.615-661. Epub 20-Nov-2020. ISSN 2448-718X.
This paper carries out an analysis of the most common structured notes traded in financial markets. A detailed description of such financial instruments emphasizing their particular characteristics and technical difficulties in the valuation process is provided. Due to the fact that most of the structured notes traded in the mexican financial markets are certificate deposits with granted capital, we supply the basic elements for their valuation, such as floating coupon-bearing bonds and interest-rate contingent claims. Moreover, for most of the studied structured notes, theoretical pricing models are developed. Finally, for illustrative purposes, several numerical examples of notes are fully developed.
Palabras llave : mercados financieros; evaluación de activos.