Internship report: A guide to structured products – Reverse convertible on S&P500

Detalhes bibliográficos
Autor(a) principal: Paixão, Tiago Alexandre Costa Neves
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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spelling 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
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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