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: | Wang Weiwei, Gu Guoqing, Sun Fameng, Hu Xiaoping |
---|---|
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 |
Similar Items
-
An Optimization Approach for pricing of Discrete European Call options Based on the Preference of Investors
by: Weiwei Wang, et al.
Published: (2023-01-01) -
Pricing segmentation and analytics /
by: Bodea, Tudor, et al.
Published: (2012) -
Segmentation, revenue management and pricing analytics /
by: Bodea, Tudor., et al.
Published: (2014) -
Advertising and Pricing Policies for a Diffusion Model Incorporating Price Sensitive Potential Market in Segment Specific Environment
by: Pradeep Kumar, et al.
Published: (2022-07-01) -
Essays on the pricing of financial and human wealth
by: Brusa, F
Published: (2016)