Książka Do Structured Products Give Equity Like Returns? Vishal Subandh

Do Structured Products Give Equity Like Returns?

An Empirical Analysis in the UK market

Język: Angielski
Oprawa: Miękka
Wydawca: Grin Publishing
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
111.23
Master's Thesis from the year 2007 in the subject Economics - Finance, grade: Pass, Cranfield Univer...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2011
strony
60
EAN
9783640788217
ISBN
3640788214
Enbook ID
05280373
Wydawca
Waga
91
Wymiary
148 x 210 x 4

Pełny opis

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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