The Congressional Oversight Panel wishes to value the warrants provided to the federal government in connection with the TARP financial investments of 2008, in order to enhance the openness of alternatives repurchases. The case explains the approach utilized to value the warrants.
Students have the chance to value warrants provided by 10 of the biggest banks and to assess whether the Black-Scholes design can be utilized to value these extremely long-lived 10 alternatives. Can be utilized to teach fundamental alternative valuation utilizing Black-Scholes, however likewise raise vibrant hedging problems of interest to innovative students.
The Congressional Oversight Panel's Valuation of the TARP Warrants (A) case study solution
PUBLICATION DATE: January 29, 2010 PRODUCT #: 210035-PDF-ENG
This is just an excerpt. This case is about FINANCE & ACCOUNTING