You have no items in your shopping cart.

Chrysler's Warrants: September 1983
Bruner, Robert F.
Share This Product
Chrysler's Warrants: September 1983
Bruner, Robert F. Case F-0682 / Published March 28, 1986 / 15 pages. Collection: Darden School of Business
Format Price Quantity Select
PDF Download
$6.95
EPUB Download
$6.95
Printed Black & White Copy
$7.25

Product Overview

This case is a vehicle for discussing the theory and practice of option pricing. The three opportunities for option-pricing analysis are (1) valuation of the warrants proposed as an equity kicker to the government’s loan guarantee as of May 1980; (2) evaluation of the economic fairness of the loan guarantee itself; and (3) valuation of the warrants again in September 1983.



Learning Objectives

The pedagogical issues in this case are to establish the determinants of an option’s value, to see the correspondence of an option to loan guarantees and other financial phenomena, and to use the Black-Scholes option-pricing model


Select Format
Choose your delivery format to add this product to your cart or save it to your library. Please allow 10 minutes after purchasing for delivery of your electronic materials.
  • Videos List

  • Overview

    This case is a vehicle for discussing the theory and practice of option pricing. The three opportunities for option-pricing analysis are (1) valuation of the warrants proposed as an equity kicker to the government’s loan guarantee as of May 1980; (2) evaluation of the economic fairness of the loan guarantee itself; and (3) valuation of the warrants again in September 1983.

  • Learning Objectives

    Learning Objectives

    The pedagogical issues in this case are to establish the determinants of an option’s value, to see the correspondence of an option to loan guarantees and other financial phenomena, and to use the Black-Scholes option-pricing model

Related Products

Customers Also Bought