Extracto
Table of Contents
1. Introduction
1.1. Background
1.2 Purpose
2. Structured Product
2.1. Evolution of Structured Products
2.2. Developments in the market
2.3. Global Market Comparisons
3. Literature Review
4. Problem Description
5. Research question and Hypothesis
6. Theoretical Frame of Reference and Methodology
6.1. Valuation of Structured Products
6.2. Valuation of Bonds
6.3 Valuation of Options
6.3.1 The Black and Scholes Model
6.4 Advantages and Disadvantages of Black and Scholes Model
6.5 Barrier Options
6.6. Volatility
6.7. Estimation of Volatility from Historical Data
6.8. Price Index
6.9. Return Index
6.10. Dividend yield
6.11. Yield Curves
6.12. Continuous compounding formula
7. Data Set
7.1 Instruments
7.1.1 Types of instruments used in the empirical study
7.2 Valuation of Structured Products (Synthetic Instruments)
7.3 Formulas used to calculate the return of synthetic instruments
8. Descriptive Statistics and Results
8.1 Returns Vs Sharpe Ratio
9. Summary and Conclusions
9.1 Comparing and contrasting with the present academic literature
9.2 Limitations and future research
- Citar trabajo
- Vishal Subandh (Autor), 2007, Do Structured Products Give Equity Like Returns?, Múnich, GRIN Verlag, https://www.grin.com/document/164138
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