Internship report: A guide to structured products – Reverse convertible on S&P500
Autor(a) principal: | |
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Data de Publicação: | 2012 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10362/9561 |
Resumo: | 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 |
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Internship report: A guide to structured products – Reverse convertible on S&P500Down and in putReverse convertibleDeltaGammaA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThe 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.NSBE - UNLFerreira, MiguelRUNPaixão, Tiago Alexandre Costa Neves2013-05-10T11:28:48Z2012-012012-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/9561enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:42:43Zoai:run.unl.pt:10362/9561Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:18:53.976179Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Internship report: A guide to structured products – Reverse convertible on S&P500 |
title |
Internship report: A guide to structured products – Reverse convertible on S&P500 |
spellingShingle |
Internship report: A guide to structured products – Reverse convertible on S&P500 Paixão, Tiago Alexandre Costa Neves Down and in put Reverse convertible Delta Gamma |
title_short |
Internship report: A guide to structured products – Reverse convertible on S&P500 |
title_full |
Internship report: A guide to structured products – Reverse convertible on S&P500 |
title_fullStr |
Internship report: A guide to structured products – Reverse convertible on S&P500 |
title_full_unstemmed |
Internship report: A guide to structured products – Reverse convertible on S&P500 |
title_sort |
Internship report: A guide to structured products – Reverse convertible on S&P500 |
author |
Paixão, Tiago Alexandre Costa Neves |
author_facet |
Paixão, Tiago Alexandre Costa Neves |
author_role |
author |
dc.contributor.none.fl_str_mv |
Ferreira, Miguel RUN |
dc.contributor.author.fl_str_mv |
Paixão, Tiago Alexandre Costa Neves |
dc.subject.por.fl_str_mv |
Down and in put Reverse convertible Delta Gamma |
topic |
Down and in put Reverse convertible Delta Gamma |
description |
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 |
publishDate |
2012 |
dc.date.none.fl_str_mv |
2012-01 2012-01-01T00:00:00Z 2013-05-10T11:28:48Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10362/9561 |
url |
http://hdl.handle.net/10362/9561 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
NSBE - UNL |
publisher.none.fl_str_mv |
NSBE - UNL |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
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RCAAP |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799137833370255360 |