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Accelerated Return Note Valuation
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- Accelerated Return Note, ARN
- Permanent URL:
- http://dx.doi.org/10.17613/rm9e-wj14
- Abstract:
- An Accelerated Return Note (ARN) is a structured instrument that offers a potentially higher return linked to the performance of a reference entity that could be an equity, an index, or a basket of assets. The payoff depends on the performance of the underlying assets. Usually, it is capped but not floored, that means it does not offer any downside protection.
- Notes:
- https://gitlab.com/cmrm11/accelerated-return-note-valuation/-/raw/master/EqAccelerate-20.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 3 years ago
- License:
- All-Rights-Granted
- Share this:
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eqaccelerate-20.pdf