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Popular Structured Products

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Financial Mathematics, Derivatives and Structured Products
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Abstract

With the demand from investors and the increasing hedging capability of the investment banks, new structured products keep being introduced to the market.

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Notes

  1. 1.

    The concept of synthetic dividend is also applied to total return indices or systematic strategies.

References

  1. Andersen, L.B.G., Buffum, D.: Calibration and implementation of convertible bond models. J. Comput. Finance 7(2), 1–34 (2004)

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  2. Carr, P., Javaheri, A.: The forward PDE for European options on stocks with fixed fractional jumps. Int. J. Theor. Appl. Finance 8(2), 239–253 (2005)

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© 2019 Springer Nature Singapore Pte Ltd.

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Chan, R.H., Guo, Y.Z., Lee, S.T., Li, X. (2019). Popular Structured Products. In: Financial Mathematics, Derivatives and Structured Products. Springer, Singapore. https://doi.org/10.1007/978-981-13-3696-6_25

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