Kniha Do Structured Products Give Equity Like Returns? Vishal Subandh

Do Structured Products Give Equity Like Returns?

An Empirical Analysis in the UK market

Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Grin Publishing
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
593
Master's Thesis from the year 2007 in the subject Economics - Finance, grade: Pass, Cranfield Univer...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2011
Stránek
60
EAN
9783640788217
ISBN
3640788214
Enbook ID
05280373
Vydavatel
Hmotnost
91
Rozměry
148 x 210 x 4

Kompletní popis

Master's Thesis from the year 2007 in the subject Economics - Finance, grade: Pass, Cranfield University (Cranfield School Of Management), course: Finance & Management, language: English, abstract: This thesis researches the pricing and back testing on structured products in the United Kingdom Market. We conclude that structured products do not give equity like returns.The structured products performance is evaluated on the basis of pricing and back testing is performed on three different instruments issued in the United Kingdom market. Their returns are compared with the returns of the FTSE 100 index, UK Treasury Bond and the Synthetic Instruments. The Black and Scholes model for dividend payments is used in this study to calculate the option prices of the structured products.

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