Index swap and stock hedges pricing tool using Excel and VBA
The purpose of this project is to create a tool for users to recognize investments in a portfolio of stocks traded in the Philippine stock market and corresponding price return index swap, paying Philippine Stock Exchange index (PSEi) and receiving a fixed rate, to its fair value and calculate the p...
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| Main Author: | |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2021
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/6219 https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13291/viewcontent/Chan_Iris_11484152_IndexSwapAndStockHedgesPricingToolEdited.pdf |
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| Institution: | De La Salle University |
| Language: | English |
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