National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
The analysis of structured products for small investors
Komačka, Michal ; Hurt, Jan (referee) ; Bartoš, Milan (advisor)
The topic of this thesis is structured products. It describes the basic pricing methods and it explains technique for the estimation of the parameters of random variables simulation. We also explain process for generation of random variable from multivariate normal distribution. In the practical part of this thesis we analyse specific products. We decompose products to components, we simulate price for underlying assets and finally we analyse product as a whole.

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