Last edited by Jukinos
Tuesday, August 4, 2020 | History

2 edition of Pricing average price options for the 1990 Mexican and Venezuelan recapture clauses found in the catalog.

Pricing average price options for the 1990 Mexican and Venezuelan recapture clauses

Stijn Claessens

Pricing average price options for the 1990 Mexican and Venezuelan recapture clauses

by Stijn Claessens

  • 303 Want to read
  • 27 Currently reading

Published by World Bank in Washington, D.C .
Written in English

    Places:
  • Mexico,
  • Venezuela
    • Subjects:
    • Debt relief -- Mexico -- Econometric models.,
    • Debt relief -- Venezuela -- Econometric models.,
    • Petroleum products -- Prices -- Mexico -- Econometric models.,
    • Petroleum products -- Prices -- Venezuela -- Econometric models.

    • Edition Notes

      StatementStijn Claessens and Sweder van Wijnbergen.
      SeriesPolicy, research, and external affairs working papers ;, WPS 541
      ContributionsWijnbergen, Sweder van, 1951-
      Classifications
      LC ClassificationsHJ8519 .C57 1990
      The Physical Object
      Pagination14 p. :
      Number of Pages14
      ID Numbers
      Open LibraryOL1627155M
      LC Control Number91174374

      from floating to fixed interest rate debt. The third is the provision of recapture clauses for creditors based on export prices (Mexico and Venezuela), terms of trade (Uruguay) or GDP evolution (Costa Rica), where additional service is made contingent on the wsitive movements of these indexes. 9.   Prices rocketed more than ,% in Venezuela last year, according to the first set of central bank data released since Inflation topped 50% for .

      Venezuela: Price changes, 10 years (%) The percentage changes in house prices (or the house price index) over 10 years using the latest data available, not adjusted for inflation. House price data sources: see the Data FAQ | House Price Time Series. House price graphs: see House Price Graphs; Date of latest house prices: mouse over country.   Last week, the official price increased to 95 bolivars per pound. It's hard to find the product outside the government-run stores, and the price is much higher on the black market.

      Venezuela 5, Mil Bolivares Pick #: 97 (b?) UNCOther Decem Green Luisa Caceres De Arismendi; Turtles; CrestNote 6 1/4" x 2 3/4" South America Luisa Caceres De Arismendi Buy: $ Robert's World Money.   Venezuela is home to the world's largest oil reserves, and its economy has been tied to the ups and downs of the international price of oil for decades — .


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Pricing average price options for the 1990 Mexican and Venezuelan recapture clauses by Stijn Claessens Download PDF EPUB FB2

Pricing average price options for the Mexican and Venezuelan recapture clauses Article (PDF Available) December with 11 Reads How we measure 'reads'. Claessens, Stijn & van Wijnbergen, Sweder, "Pricing average price options for the Mexican and Venezuelan recapture clauses," Policy Research Working Paper SeriesThe World Bank.

Handle: RePEc:wbk:wbrwps November WPS Pricing Average Price Options for the Mexican and Venezuelan Recapture Clauses Stijn Claessens and Sweder van Wijnbergen Pricing models are developed to value the recapture clauses in the Mexican and Venezuelan debt restructuring agreements. The current values of the recapture clauses are less than one.

Pricing average price options for the Mexican and Venezuelan recapture clauses (English) Abstract. This paper derived closed form solutions for the pricing of options on average prices and recapture : Claessens,Constantijn A.

van Wijnbergen, Sweder. The paper prices contingent contracts and options written on average prices and uses the methodology to value the recapture clauses in the Mexican and Venezuelan debt restructuring agreements.

It is shown that the current values of the recapture clauses are less than one-quarter of the maximum contractually possible and are a concave Cited by: 6. Pricing average price options for the Mexican and Venezuelan recapture clauses.

On this basis, the values of recapture clauses in the Mexico and Venezuela agreements under alternative assumptions regarding the state variable underlying the clauses are estimated.

The paper shows that the sensitivity of the values of the recapture. Claessens, Stijn & van Wijnbergen, Sweder, "The Mexico and Venezuela recapture clauses: An application of average price options," Journal of Banking.

“ The Mexico and Venezuela Recapture Clauses: An Application of Average Price Options.” Journal of Banking and Finance, 17 ( a), – Claessens, S., and Wijnbergen, S.

van. The paper prices contingent contracts and options written on average prices and uses the methodology to value the recapture clauses in the Mexican and Venezuelan debt restructuring agreements.

Pricing average price options for the Mexican and Venezuelan recapture clauses (English) This paper derived closed form solutions for the pricing of options on average prices and recapture clauses.

Pricing average price options for the Mexican and Venezuelan recapture clauses (Inglês) This paper derived closed form solutions for the pricing of options on average prices and recapture clauses.

Pricing average price options for the Mexican and Venezuelan recapture clauses (الإنجليزية) نوع الوثيقة: ورقة عمل خاصة ببحوث السياسات رقم التقرير: WPS تاريخ الوثيقة: المؤلف: Claessens,Constantijn A.; van Wijnbergen, Sweder.

Pricing average price options for the Mexican and Venezuelan recapture clauses Policy Research Working Paper Series, The World Bank ; Secondary Market Prices Under Alternative Debt Reduction Schemes: An Option Pricing Approach with an Application to Mexico CEPR Discussion Papers, C.E.P.R.

Discussion Papers View citations (2) Pricing average price options for the Mexican and Venezuelan recapture clauses (Английский) Типу документа: Рабочий документ в рамках исследования вопросов политики Номер отчета: WPS Дата подготовки документа: CLAESSENS, Stijn.

Pricing Average Price options for Mexican and Venezuelan: recapture clauses. Washington: World Bank, 14p El ajuste de Indonesia a las caídas e incrementos del precio del petróleo: lecciones para Colombia.

Pricing average price options for the Mexican and Venezuelan recapture clauses by Claessens, Stijn & van Wijnbergen, Sweder; Competitive implications of cross-border banking by Claessens, Stijn; Enforcement and Good Corporate Governance in Developing Countries and Transition Economies by Erik Berglöf & Stijn Claessens.

Summary of cost of living in Venezuela. Family of four estimated monthly costs: $ (50, Bs.S.) Single person estimated monthly costs: $98 (26, Bs.S.) WARNING. These estimates are based on only a few data points. At the moment, you should treat them only as a best guess.

" Secondary market prices and Mexico's Brady deal" (with S van Wijnbergen), Quarterly Journal of Economics, volno 4,pp " The Mexico and Venezuela recapture clauses: an application of average price options" (with S van Wijnbergen), Journal of Banking and Finance, no 4,pp Vol issue 6, The analysis and valuation of interest rate options pp.

Stapleton and M. Subrahmanyam Comparative study of complete tender offers and partial acquisitions pp. Ben Amoako-Adu and Brian Smith The private placement of bank equity pp. Raj Varma and Samuel H. Szewczyk On flexibility, capital structure and investment decisions for the. Average prices of more than 40 products and services in Venezuela.

Prices of restaurants, food, transportation, utilities and housing are included. Milk (regular), ( liter) $ Loaf of Fresh White Bread ( g) $ Rice (white), ( kg) $ Eggs (regular) () $ Local Cheese ( kg).'The Pricing of Contingent Recapture Clauses: an Application to the Mexican and Venezuelan Debt Agreements', mimeo, World Bank.

Evaluacion de la Clausula de .Abstracts: The Mexico and Venezuela recapture clauses: an application of average price options. How does foreign entry affect domestic banking .