haku: @journal_id 101 / yhteensä: 1491
viite: 186 / 1491
| Tekijä: | Fischer, E. O. Schuster, M. G. |
| Otsikko: | Indexanleihen mit Kapitalgarantien: Darstellung, Bewertung und Analyse |
| Lehti: | Zeitschrift für Betriebswirtschaft
2002 : MAR, VOL. 72:3, p. 243-274 |
| Asiasana: | Bonds |
| Kieli: | ger |
| Tiivistelmä: | This paper is concerned with the valuation and analysis of guaranteed index bonds. The authors focus their paper on the two basic types of this innovative financial engineering product (index bonds with participation factors and with caps), derive valuation models and present results of our sensitivity analysis. Furthermore, the authors discuss the topics of a fair issue price and the expected return of this security. Finally alternative arrangements of index depended interest payments are concerned. |
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