Traietti, Francesco (A.A. 2022/2023) Investment certificates: types, structure and how they can be used in portfolio management. Tesi di Laurea in M&A and investment banking, Luiss Guido Carli, relatore Marshall Langer, pp. 71. [Master's Degree Thesis]

PDF (Full text) Restricted to Registered users only Download (3MB) | Request a copy

Abstract/Index

Certificates classification and their structure. Types of certificates. Market of investment certificates and its main risks. Primary and secondary market. Certificates market and its evolution in Italy. Certificates market and its evolution in Europe. Main risks. Market makers. Main players. Pricing and structure. Brief history and introduction to pricing models. Black-scholes-merton pricing model. Determining the price of a bonus cap certificate. Price determinants. Operative applications in portfolio management. Introduction to fiscal treatment of certificates. Introduction to switch to recovery.

References

Bibliografia: p. 71.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair:	M&A and investment banking
Thesis Supervisor:	Langer, Marshall
Thesis Co-Supervisor:	Rossi, Matteo
Academic Year:	2022/2023
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	16 Jan 2024 14:38
Last Modified:	16 Jan 2024 14:38
URI:	https://tesi.luiss.it/id/eprint/37580

Downloads

Repository Staff Only

View Item