Essays about: "Auto-call"
Found 1 essay containing the word Auto-call.
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1. Structured Products Modelled as Stochastic Processes
University essay from Lunds universitet/Fysiska institutionenAbstract : In this thesis, the value of the two composed financial products (structured products), sprinters and auto-calls, are studied and compared to the European call option. The study is preformed using both analytical and numerical solutions, where the underlying is either said to follow a GBM-process (Geometric Brownian Motion) or a GARCH-process (Generalized Autoregressive Conditional Heteroskedasticity). READ MORE
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