Publication details

Influence of volatility on the value of the modern structured products



Year of publication 2013
Type Article in Proceedings
Conference European Financial Syst ems 2013. Proceed ings of the 10th International Scientific Conference
MU Faculty or unit

Faculty of Economics and Administration

Field Economy
Keywords volatility; certificates; structured products
Description For investors, volatility may be one of the investment criteria. Changes in im plied volatility along with the changes in the value of the underlying assets have cardinal influence on the value development of modern structured products during their duration. This paper therefore examines the influence of volatility on the value of mo dern structured products and his result is a systematization of this group of investment instruments according to mentioned criteria.
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