Essays about: "principal-protection"

Found 2 essays containing the word principal-protection.

  1. 1. The analysis of attractive rates offered under Dual Structured Notes without principal protection, regarding the probability to occur and the operation at market prices of the implicit options

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Helen Patricia Benitez Sanchez; Grigory Brodskiy; [2014]
    Keywords : Structure Notes; VaR of options; Market prices; Critical Values for foreign exchange rates; Critical prices; Business and Economics;

    Abstract : This paper has the purpose to determine whether the attractive rates offered by a local Investment Bank in Mexico under structured products, more specifically under structured notes without principal protection denominated “Dual Structured Notes”, are plausible to get, showing whether the strikes of the implicit options were chosen within critical price values for the foreign exchange rate MXN/USD and as consequence whether the options implicit in the notes were operated at market prices. In order to make an analysis of the Dual short-term structured notes, we are going to focus in the option implicit in the notes and the underlying asset. READ MORE

  2. 2. Seeking Active Returns - A Study of Restructing Strategies for Equity Index-Linked Notes

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Johan Edvardsson; Karl-Johan Ek; [2013-06-28]
    Keywords : Equity index-linked notes; restructuring; structured products; index-linked products; GARCH 1; 1 ; principal-protection; time series analysis;

    Abstract : Aim and purpose: The aim of the study is to examine whether an active strategy for restructuring of equity index-linked notes can generate higher returns than a passive ‘buy-and-hold’ strategy. More specifically, the purpose of the study is to examine how an active restructuring strategy, using specific variables to govern market timing, for equity index-linked notes may affect the returns over a given time period, compared with a passive ‘buy-and-hold’ strategy. READ MORE