Interest rate structured products: can they improve the risk–return profile?
Author:
Affiliation:
1. Dipartimento SEI, Università del Piemonte Orientale, Novara, Italia
2. Faculty of Finance, Bayes Business School, City University London, London, UK
3. Dipartimento di Scienze Aziendali, Università degli Studi di Bergamo, Bergamo, Italia
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2021.1967180
Reference46 articles.
1. Pricing the term structure with linear regressions
2. Andersen, Leif B. G. 2007. Efficient Simulation of the Heston Stochastic Volatility Model (January 23, 2007). Available at SSRN: https://ssrn.com/abstract=946405 or http://dx.doi.org/10.2139/ssrn.946405.
3. Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates
4. Gains from structured product markets: The case of reverse-exchangeable securities (RES)
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