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pro vyhledávání: '"Michelangelo Fusaro"'
Publikováno v:
Risk Management Magazine, Vol 18, Iss 2, Pp 13-26 (2023)
The Heston model is one of the most used techniques for estimating the fair value and the risk measures associated with investment certificates. Typically, the pricing engine implements a significant number of projections of the underlying until matu
Externí odkaz:
https://doaj.org/article/50b5f5e31a4241ecbb68a83745750a58
Publikováno v:
Risk Management Magazine, Vol 18, Iss 1, Pp 19-42 (2023)
Certificates are structured financial instruments that aim to provide investors with investment solutions tailored to their needs. Certificates can be modeled using a bond component and a derivative component, typically an options strategy. The pric
Externí odkaz:
https://doaj.org/article/0ecaacfd0c214309bf4a5879a4cdd194