100 F Street, NW
Washington, DC 20549-1105
Securities and Exchange Commission
in Total Papers Downloads
Sharpe Ratio, Robust Portfolio Optimization, Value-at-Risk
Leveraged, Inverse Leveraged, ETF, Futures-Based, Commodities, Roll yield, Contango, Backwardation
annuity, variable annuity, structured product, hybrid annuity, retirement,
Volatility Smile, Volatility Skew, Leveraged ETF, Inverse ETF, Options
Day-Count Convention, Interest Rate Swaps
Portfolio Margin, Liquidation
Market-linked CDs, Certificate of Deposit, Equity-linked CDs, Derivatives, Structured Products, Valuation, Contingent Interest CDs, FDIC Insurance, Securities
Stochastic Volatility, Reverse Convertibles, Structured Products, Variance Gamma Model
Portfolio Margin, Optioned Portfolio, Portfolio Selection
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2791410.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
risk-based criterion, options, expected loss
structured products, index, valuation, finance, mispricing
Structured Products, Straddle, Dual Directional, Valuation
EIA, Lévy process, Fourier Method
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.495 seconds