Δημιουργία δομημένων προϊόντων με βάση τα equity derivatives : αγορά, είδη και εφαρμογές
Equity derivatives packaging : the market, types and applications
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Subject
Χρηματοοικονομικά παράγωγαKeywords
Χρηματοοικονομικά προϊόντα ; Δομημένα προϊόνταAbstract
This thesis explores the construction of structure products, which is the composition of a financial product and a derivative product. This paper is separated into two parts. The first part includes the theoretical analysis of the financial products, the derivative products and the structure products. In the second part the methodology and the process of the construction of the structure products takes place. It is important to state that a zero coupon bond was used as a financial product and a call/put option was used as a derivative product. Moreover, the underlying asset of the options was the European and the American index. Furthermore, the paper contains the comparison of the return of each index with the return of the structure products. Last but not least, the conclusions of the current project lead to the result that the structure products, in relation to equivalent investments to an index, have more stable returns.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
100Language
GreekCollections
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές