The investment through bonus certificates

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F17%3A00098306" target="_blank" >RIV/00216224:14560/17:00098306 - 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 investment through bonus certificates
Original language description
The aim of this paper is to examine the change in the investment characteristics, especially a change in the expected return and the risk of investment, provided that the investor will use the bonus certificate instead of a direct investment in the underlying asset. First will be selected an underlying asset. Then it will be modeled the development of the value of this asset by using Monte Carlo simulation. Next it will be discussed possible ways of construction of bonus certificates. Components from which is bonus certificate comprised will be priced and it will be modeled development of the value of bonus certificates on chosen underlying. Then it will be statistically evaluated and assessed the change in investment characteristics compared with investment characteristics of direct investment in the underlying asset. Finally, discussions will be carried out and formulated recommendations.
Czech name
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Czech description
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Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
European Financial Systems 2017. Proceedings of the 14 th International Scientific Conference
ISBN
9788021086098
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
78-85
Publisher name
Masarykova univerzita
Place of publication
Brno
Event location
Brno
Event date
Jan 1, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000418110800009

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