STOCK LOANS

Jianming Xia and Xun Yu Zhou

Mathematical Finance, 2007, vol. 17, issue 2, 307-317

Abstract: This paper introduces a mathematical model for a currently popular financial product called a stock loan. Quantitative analysis is carried out to establish explicitly the value of such a loan, as well as the ranges of fair values of the loan size and interest, and the fee for providing such a service.

Date: 2007
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Citations: View citations in EconPapers (5)

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https://doi.org/10.1111/j.1467-9965.2006.00305.x

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