Deskription und Bewertung strukturierter Produkte unter besonderer Berücksichtigung verschiedener Marktszenarien

Arbeitspapier

Due to a fast market development in volume and innovation on the structured products (certificates) side, critics are finding fault regarding a lack in transparency and comparability. However, certificates can provide characteristics for every market scenario as its explicit strength. The aim of the following working paper is to provide transparency and an analysis in the most common certificates. The analysis consists of a description, valuation and scenario analysis which then leads to a substantial overview and should provide knowledge which certificate can be used in specific market scenarios.

Object Details

• Language: Deutsch

References and Relationships

• Bibliographic citation: Series: Frankfurt School - Working Paper Series ; No. 82

Classification and Topics

• Classification: Wirtschaft
• Subject: Financial engineering ; strukturierte Produkte ; Zertifikate ; evaluation by duplication ; Discountzertifikate ; Aktienanleihe ; Doppel-Aktienanleihe ; Cheapest-to-deliver-Zertifikat ; Bonus-Zertifikat ; Sprint-Zertifikat ; Outperformance-Zertifikat ; Reverse Sprint-Zertifikat ; Reverse Outperformance-Zertifikat

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Löhr, Andreas ; Cremers, Heinz
• Event: Veröffentlichung
• (who): Frankfurt School of Finance & Management
• (where): Frankfurt a. M.
• (when): 2007

Further information

• Handle: http://hdl.handle.net/10419/27849
• URN: urn:nbn:de:101:1-20080827295
• Last update: 10.03.2025, 11:44 AM CET