Go to content
UR Home

The Pricing of Structured Products in Germany

Wilkens, Sascha ; Erner, Carsten ; Röder, Klaus


Abstract

The payoff patterns on basic combination option positions, such as writing covered calls, are often very attractive to retail investors. But lack of sophistication about options, the difficulty in buying shares in an index portfolio on which to write options, and a wide variety of other regulatory and institutional constraints can make creating those payoffs very difficult for a small investor. ...

plus


Owner only: item control page
  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons