Essays about: "Auto-callable products"

Found 1 essay containing the words Auto-callable products.

  1. 1. A pricing and performance study on auto-callable structured products

    University essay from KTH/Matematisk statistik

    Author : Fredrik Hansson; [2012]
    Keywords : Structured products; Auto-callable products; Monte-Carlo;

    Abstract : AbstractWe 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. READ MORE