An Optimization Approach for Pricing Analysis on a Bank Wealth-Management Equity Structured Product
This paper researches on the pricing and design of a certain stock-type structured product. Firstly, a semi-analytic pricing model is deduced by discounting the payoff function of the product. Secondly, the difference between publishers' and investors' required rate of return is explained...
Main Authors: | , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Faculty of Mechanical Engineering in Slavonski Brod, Faculty of Electrical Engineering in Osijek, Faculty of Civil Engineering in Osijek
2023-01-01
|
Series: | Tehnički Vjesnik |
Subjects: | |
Online Access: | https://hrcak.srce.hr/file/417630 |