Leseprobe
Table of Contents
List of Figures
List of Tables
1. Introduction
2. Basic Principles of Certificates
2.1 General Types and Characteristics of Certificates
2.2 Trading of Certificates
2.3 Valuation of Certificates using the Black-Scholes-Model
2.4 Costs of Certificates
2.5 Risks of Certificates and Possibilities to Lower Risk
3. Quantitative Analysis of Selected Types of Certificates
3.1 General Approach for the Presentation and Analysis of the Chosen Certificates
3.2 Guarantee Certificate
3.3 Discount Certificate
3.4 Outperformance Certificate
3.5 Bonus Certificate
3.6 Index Certificate
3.7 Strategic Use of Certificates in Different Market Situations
4. Conclusion
Appendix
A. Call and Put Payout Profiles
B. Data on the Market Volume of Certificates
- Arbeit zitieren
- Sabrina Breunig (Autor:in), 2019, Investmentbanking. Structured Products. Basics and Quantitative Analysis, München, GRIN Verlag, https://www.grin.com/document/512760
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