Influence of volatility on the value of the modern structured products Cover Image

Influence of volatility on the value of the modern structured products
Influence of volatility on the value of the modern structured products

Author(s): Peter Mokrička
Subject(s): Business Economy / Management, Financial Markets
Published by: Masarykova univerzita
Keywords: volatility; certificates; structured products;
Summary/Abstract: For investors, volatility may be one of the investment criteria. Changes in implied 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 modern structured products and his result is a systematization of this group of investment instruments according to mentioned criteria.