Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10362/9561| Título: | Internship report: A guide to structured products – Reverse convertible on S&P500 |
| Autor: | Paixão, Tiago Alexandre Costa Neves |
| Orientador: | Ferreira, Miguel |
| Palavras-chave: | Down and in put Reverse convertible Delta Gamma |
| Data de Defesa: | Jan-2012 |
| Editora: | NSBE - UNL |
| Resumo: | The purpose of this report is to describe the main characteristics of structured products. These products can be divided in Capital Guaranteed products and Non Capital guaranteed products, having these two types of products different risk profiles and potential returns. In the final part of the report a Reverse Convertible on the S&P500 is created, which offers 8.57% return per year subject to a capital loss in case the underlying goes below 70% initial level, in one year. |
| Descrição: | 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 |
| Peer review: | no |
| URI: | http://hdl.handle.net/10362/9561 |
| Aparece nas colecções: | NSBE: Nova SBE - MA Dissertations |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| Paixão_2012.pdf | 311,31 kB | Adobe PDF | Ver/Abrir |
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