Structured and Unstructured Valuation
نویسندگان
چکیده
منابع مشابه
Valuation of Structured Products∗
The market for structured products has grown dramatically in the past decade. Their diversity and complexity has led to the development of many different valuation approaches, and which approach to use to value a given product is not always clear. In this paper we demonstrate and discuss four approaches to valuing structured products: simulation of the linked financial instrument’s future value...
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ژورنال
عنوان ژورنال: Analyse & Kritik
سال: 1994
ISSN: 2365-9858,0171-5860
DOI: 10.1515/auk-1994-0201