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The Characteristics of the Investment through the Airbag Certificates

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F16%3A00091334" target="_blank" >RIV/00216224:14560/16:00091334 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    The Characteristics of the Investment through the Airbag Certificates

  • Original language description

    The aim of this paper is to examine the change in t he fundamental investment characteristics, especially a change in the expecte d return and the risk of investment, provided that the investor will use the selected ce rtificate with a partial guarantee on invested capital instead of a direct investment in the underlying asset. First will be selected an underlying asset. It will be then model ed the development of its value by Monte Carlo simulation. This development also affec ts the development of the value of alternative investments through a certificate. The certificate will be divided into components from which it is comprised, and these wi ll be priced. Then it will be statistically evaluated and assessed the change in investment characteristics compared with investment characteristics of direct investmen t in the underlying asset. Finally, discussions will be carried out and formulated reco mmendations for the retail investor.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Financial Systems 2016. Proceedings of the 13th International Scientific Conference

  • ISBN

    9788021083080

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    467-472

  • Publisher name

    Masarykova univerzita

  • Place of publication

    Brno

  • Event location

    Brno

  • Event date

    Jan 1, 2016

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000385692200062