Publicação
Structured products in the current low interest rate environment
| dc.contributor.advisor | Eça, Afonso Fuzeta | |
| dc.contributor.author | Saldanha, João Francisco Teles de Freitas | |
| dc.date.accessioned | 2015-08-26T11:34:15Z | |
| dc.date.available | 2016-01-31T01:30:11Z | |
| dc.date.issued | 2015-01 | |
| dc.description | Directed Research Internship | por |
| dc.description.abstract | This study presents an analysis on the Portuguese market of structured products and the features used to mitigate the problem of the current low interest rates. Given the possible combinations, it proposes a specific product that enables an annualized yield of 4.5% to the investor if his expectations materialize during the next 2 years, while providing the issuer with a 2% upfront commercial margin. It also addresses some of the risks for the issuer of such product and the magnitude of their impact in the hedging process. | por |
| dc.description.sponsorship | UNL - NSBE | por |
| dc.identifier.tid | 201474875 | |
| dc.identifier.uri | http://hdl.handle.net/10362/15389 | |
| dc.language.iso | eng | por |
| dc.subject | Structured products | por |
| dc.subject | Auto-Callable | por |
| dc.subject | Worst of digital | por |
| dc.title | Structured products in the current low interest rate environment | por |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | embargoedAccess | por |
| rcaap.type | masterThesis | por |
| thesis.degree.discipline | Finance | por |
| thesis.degree.level | Masters | por |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | por |