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Pernice, Sergio
Lopez Fagundez, Federico
Year of Publication: 
Series/Report no.: 
Serie Documentos de Trabajo, Universidad del CEMA: Área: finanzas 307
This paper is the first of a series of works whose aim is trying to provide a framework for the understanding and valuation of debt indexed to real (generally non-tradable) variables. In particular, in the present paper we develop a methodology to analytically value the new GDP-linked Argentinean warrant.
Document Type: 
Working Paper

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