Produkty strukturyzowane – ujęcie algorytmiczne zysku z uwzględnieniem oddziaływania wskaźników rynku finansowego
Valuation of structured product according to algorithmic interaction with regard to the financial market

Summary/Abstract: The paper presents an example of the valuation of structured products. The valuation is made on the example of a structured product which has been specifically developed for this purpose and which reflects the structured products offered on co-tuition equity. The structured product that has been proposed for the valuation is in the form of deposits index emitted in several editions distinguished according to the level of protection of the invested capital and the rate of participation in profits. The purpose of this article is to examine the effectiveness of investments in structured investment and to present the model supporting structured product valuation. The purpose of this article is also to examine the effectiveness of the author’s model applied to the valuation of structured products, taking into account the interaction of financial market indicators. The author’s model concerns the prediction of the underlying index structured product.

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