Range-Accrual termékek árazása
The range accrual note is an exotic derivative that accrues coupons when the underlier falls within a predefined range. The aim of this thesis is to give a detailed description of range accrual products written on equity underliers, including the pricing methodology and calibration process. Two mark...
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| Format: | Thesis |
| Language: | English |
| Published: |
2022-05-31
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| Online Access: | http://hdl.handle.net/10831/92082?sublib=L_200 |
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