id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fsr-3836	Milevsky, Moshe Arye; Kim , Sharon	The Optimal Choice of Index-Linked GICs: Some Canadian Evidence	1997	14	.pdf	application/pdf	5849	236	65	Given a set of product parameters (c, g,), where c is the cap rate and g, is the guaran- teed floor, and capital market parameters (r, q, o), and maturity T, the Value per Premium Dollar (VPD) of the C-ILGIC is: v,(c,g,) = exp{(g, - r)T) + expt-qTll\r(bl) - exp((g, - WW2) - exp{-qT}N(bs) + exp((c - g, - GVV74) (3) All of which were provided by Bloomberg’s Information Sys- tems which is the de-facto standard for market values in the derivatives trading industry.	cache/fsr-3836.pdf	txt/fsr-3836.txt