value of stock dividend

[nopipole]

A client wishes to use stock dividends as collateral. The payment and listing time is unpredictable, it takes at least 1 month after the in-dividend date. Obviously, until the listing date, those stock dividends are virtual and aren't tradable.

Please, could someone suggest a way to price it in function of the actual listed price (of real stocks) and an expected listing date fo those shares.

 

[pawelach]

I could recommend you having a look at Model for Dividend Backtesting at http://www.quantatrisk.com/2013/08/...-matlab-and-a-model-for-dividend-backtesting/ -Cheers, Pawel

 

[pingu]

I would suggest you to get a new job.

 

[DavidS]

The paper gives you the best idea about how to value dividend.
FinPricing - Pricing Equity Future, Valuing Equity Forward, Equity Future Forward valuation model