Sökning: "Auto-callable products"
Hittade 1 uppsats innehållade orden Auto-callable products.
1. A pricing and performance study on auto-callable structured products
Magister-uppsats, KTH/Matematisk statistikSammanfattning : Abstract We propose an algorithm to price and analyze the performance of auto-callable structured _nancial products. The algorithm contains Monte-Carlo simulations in order to reproduce, as probable as possible, a future product. This model is then compared to other, previously presented models. LÄS MER
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