Structured products in the current low interest rate environment

Detalhes bibliográficos
Autor(a) principal: Saldanha, João Francisco Teles de Freitas
Data de Publicação: 2015
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/15389
Resumo: Directed Research Internship
id RCAP_f9b949482556f8a89619439a96cc9544
oai_identifier_str oai:run.unl.pt:10362/15389
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling Structured products in the current low interest rate environmentStructured productsAuto-CallableWorst of digitalDirected Research InternshipThis 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.UNL - NSBEEça, Afonso FuzetaRUNSaldanha, João Francisco Teles de Freitas2016-01-31T01:30:11Z2015-012015-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/15389TID:201474875enginfo:eu-repo/semantics/embargoedAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:51:20Zoai:run.unl.pt:10362/15389Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:22:29.649Repositório 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 Structured products in the current low interest rate environment
title Structured products in the current low interest rate environment
spellingShingle Structured products in the current low interest rate environment
Saldanha, João Francisco Teles de Freitas
Structured products
Auto-Callable
Worst of digital
title_short Structured products in the current low interest rate environment
title_full Structured products in the current low interest rate environment
title_fullStr Structured products in the current low interest rate environment
title_full_unstemmed Structured products in the current low interest rate environment
title_sort Structured products in the current low interest rate environment
author Saldanha, João Francisco Teles de Freitas
author_facet Saldanha, João Francisco Teles de Freitas
author_role author
dc.contributor.none.fl_str_mv Eça, Afonso Fuzeta
RUN
dc.contributor.author.fl_str_mv Saldanha, João Francisco Teles de Freitas
dc.subject.por.fl_str_mv Structured products
Auto-Callable
Worst of digital
topic Structured products
Auto-Callable
Worst of digital
description Directed Research Internship
publishDate 2015
dc.date.none.fl_str_mv 2015-01
2015-01-01T00:00:00Z
2016-01-31T01:30:11Z
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/10362/15389
TID:201474875
url http://hdl.handle.net/10362/15389
identifier_str_mv TID:201474875
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/embargoedAccess
eu_rights_str_mv embargoedAccess
dc.format.none.fl_str_mv application/pdf
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
_version_ 1799137863896399872

Registros relacionados