dc.contributor.author | Xu, Xiaoxi | |
dc.date.accessioned | 2011-03-25T12:25:15Z | |
dc.date.available | 2011-03-25T12:25:15Z | |
dc.date.issued | 2010 | |
dc.identifier.uri | http://hdl.handle.net/11250/135566 | |
dc.description | Masteroppgave i økonomi og administrasjon - Universitetet i Agder 2010 | en_US |
dc.description.abstract | The main topic for the article is analyzing return and risk of an
equity-linked note. The analysis will concentrate on a specific product
whose return is compounded by zero-coupon bond and return on a risky
portfolio with 7 underlying stocks. First I represent the relative and
necessary theories and models for taking Monte Carlo simulation to
simulate underlying stock price paths and then compute the expected
return on structured products; and then I will analyze the return-risk by
taking different risk measures analysis for return on the specific product.
Meanwhile the article will give the inspiration to the investors on how to
choosing an optimal portfolio by presenting the performance evaluating
with different portfolio constructions.
I appreciate that I got much help from Professor Valeri Zakamouline, for
blazing the way in constructing this article for me. Although the research
work is intrinsically to be a progress from unknown to known, I wish it
can give an effective summery to the knowledge I got and proper end to
my master degree studying. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Universitetet i Agder ; University of Agder | en_US |
dc.subject.classification | BE 501 | |
dc.title | Analysis-forecast of expected return and risk on an equity-linked note : Indeksobligasjon Nordea norske aksjer 11 2009/2013 | en_US |
dc.type | Master thesis | en_US |
dc.subject.nsi | VDP::Social science: 200::Economics: 210::Economics: 212 | en_US |
dc.source.pagenumber | 82 s. | en_US |