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2015 Conference

du 15 au 16 October 2015

Orlando, FL

Welcome to the AFS Conference 2015 Schedule App. Please use the search features to see when your session or poster has been scheduled to take place. 

Structured Products: the Ugly, the Uglier and the Ugliest

jeudi 15 octobre 2015 à 14:05–15:35 EDT
2-Gallery
Keywords: 5 words maximum

Structured products pricing risk complexity

Very short description for use in the program to help attendees understand more than a title can describe

Once limited to the most sophisticated institutional investors, the market of structured products has now become accessible to almost everyone. Indeed, the issuers (mostly big investment banks and brokerage firms) now target all potential investors with a capital to invest as small as a few hundred dollars. This paper will analyze some of these structured products both from the pricing and the risk assessment angles. The products that will be analyzed include some basic equity-linked notes, and other more complex like reverse convertibles (particularly the trigger-yield optimization notes on Apple stock and the litigation that ensued).

Lead & Corresponding Author

Nabil Tahani, York University
Job Title

Additional Authors

Chargement en cours …