The Characteristics of the Investment through the Airbag Certificates

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
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DOI - Digital Object Identifier
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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
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Czech description
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Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Financial Systems 2016. Proceedings of the 13th International Scientific Conference
ISBN
9788021083080
ISSN
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e-ISSN
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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

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