Application of the Pricing Model

  • Jil Caroline Onimus


This chapter presents an application of the contract pricing model developed in Chapter 3 to standard investment scenarios, which reflect alternative degrees of investor protection. In Sections 4.1 and 4.2, the author specifies the individual contract terms and shows how they can be combined to build full contracts. In Section 4.3, she presents and interprets the results from the LSM simulation.


Price Model Initial Investment Investor Protection Base Scenario Contract Term 
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Copyright information

© Gabler Verlag | Springer Fachmedien Wiesbaden GmbH 2011

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  • Jil Caroline Onimus

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