Design Principles of Modified Discount Certificates Cover Image

Design Principles of Modified Discount Certificates
Design Principles of Modified Discount Certificates

Author(s): Zuzana GORDIAKOVÁ, Monika Harčariková
Subject(s): Business Economy / Management, Financial Markets
Published by: Masarykova univerzita
Keywords: structured products; investment certificates; modifications of discount certificates; option pricing;
Summary/Abstract: The paper analyses the structured financial products known as discount certificates and its modifications involving the particular conditions – expected rise/fall of underlying asset’s price and barrier. By assuming this Discount Plus certificate, Reverse Discount certificate and Reverse Discount Plus certificate are presented in analytical form.

  • Page Range: 200-207
  • Page Count: 8
  • Publication Year: 2014
  • Language: English