Reverse bonus certificate design and valuation using pricing by duplication methods
Martina Bobriková, Monika Harčariková
| Year of publication: |
2015
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|---|---|
| Authors: | Bobriková, Martina ; Harčariková, Monika |
| Published in: |
Analele ştiinţifice ale Univerşităţii Alexandru Ioan Cuza din Iaşi. - Iaşi : Ed. Univ. Alexandru Ioan Cuza, ISSN 0379-7864, ZDB-ID 1238064-7. - Vol. 62.2015, 3, p. 277-289
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| Subject: | capped reverse bonus certificate | underlying asset | replicating profit | vanilla option | upand- out option | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Leistungsentgelt | Performance pay | Derivat | Derivative | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/aicue-2015-0019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011472571