Valuing Loan Guarantees
Part 6 of BVR's Special Series on Banking and Financial Services
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- Value a loan guarantee in a simple default or no-default world
- Add a loss cap to the guarantee
- Use a modified version of the Black Scholes model
- Discuss when to accept and when to turn down an engagement
- Look at a real life example of what not to do
- Learn how derivatives are priced in a no-arbitrage world
- Understand the difference between actual and risk-neutral probabilities
- Understand the difference between continuous and discrete time
- Learn how to use linear algebra to value a vanilla guarantee in a default or no-default world
- Learn how to use a modified version of the Black-Scholes model to value a vanilla guarantee
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