Influence of volatility on the value of the modern structured products
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F13%3A00069990" target="_blank" >RIV/00216224:14560/13:00069990 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Influence of volatility on the value of the modern structured products
Original language description
For investors, volatility may be one of the investment criteria. Changes in im plied volatility along with the changes in the value of the underlying assets have cardinal influence on the value development of modern structured products during their duration. This paper therefore examines the influence of volatility on the value of mo dern structured products and his result is a systematization of this group of investment instruments according to mentioned criteria.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
European Financial Syst ems 2013. Proceed ings of the 10th International Scientific Conference
ISBN
9788021062948
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
221-225
Publisher name
Masaryk University
Place of publication
Brno
Event location
Telč
Event date
Jan 1, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000324654400032