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Do Structured Products Give Equity Like Returns? An Empirical Analysis in the UK market von Subandh, Vishal (eBook)

  • Erscheinungsdatum: 30.12.2010
  • Verlag: GRIN Publishing
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Do Structured Products Give Equity Like Returns?

Master's Thesis from the year 2007 in the subject Economics - Finance, grade: Pass, Cranfield University (Cranfield School Of Management), course: Finance & Management, language: English, abstract: This thesis researches the pricing and back testing on structured products in the United Kingdom Market. We conclude that structured products do not give equity like returns. The structured products performance is evaluated on the basis of pricing and back testing is performed on three different instruments issued in the United Kingdom market. Their returns are compared with the returns of the FTSE 100 index, UK Treasury Bond and the Synthetic Instruments. The Black and Scholes model for dividend payments is used in this study to calculate the option prices of the structured products.


    Format: PDF
    Kopierschutz: none
    Seitenzahl: 54
    Erscheinungsdatum: 30.12.2010
    Sprache: Englisch
    ISBN: 9783640788347
    Verlag: GRIN Publishing
    Serie: Akademische Schriftenreihe Bd.V164138
    Größe: 602 kBytes
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