| MOKRIČKA, Peter. The investment through bonus certificates. In Nesleha, J; Plíhal, T; Urbanovsky, K. European Financial Systems 2017. Proceedings of the 14 th International Scientific Conference. Brno: Masarykova univerzita, 2017, s. 78-85. ISBN 978-80-210-8609-8. |
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@inproceedings{1395670,
author = {Mokrička, Peter},
address = {Brno},
booktitle = {European Financial Systems 2017. Proceedings of the 14 th International Scientific Conference},
editor = {Nesleha, J; Plíhal, T; Urbanovsky, K},
keywords = {bonus certificate; risk; return; investment},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Brno},
isbn = {978-80-210-8609-8},
pages = {78-85},
publisher = {Masarykova univerzita},
title = {The investment through bonus certificates},
year = {2017}
}
TY - JOUR
ID - 1395670
AU - Mokrička, Peter
PY - 2017
TI - The investment through bonus certificates
PB - Masarykova univerzita
CY - Brno
SN - 9788021086098
KW - bonus certificate
KW - risk
KW - return
KW - investment
N2 - The aim of this paper is to examine the change in the investment characteristics, especially a change in the expected return and the risk of investment, provided that the investor will use the bonus certificate instead of a direct investment in the underlying asset. First will be selected an underlying asset. Then it will be modeled the development of the value of this asset by using Monte Carlo simulation. Next it will be discussed possible ways of construction of bonus certificates. Components from which is bonus certificate comprised will be priced and it will be modeled development of the value of bonus certificates on chosen underlying. Then it will be statistically evaluated and assessed the change in investment characteristics compared with investment characteristics of direct investment in the underlying asset. Finally, discussions will be carried out and formulated recommendations.
ER -
MOKRIČKA, Peter. The investment through bonus certificates. In Nesleha, J; Plíhal, T; Urbanovsky, K. \textit{European Financial Systems 2017. Proceedings of the 14 th International Scientific Conference}. Brno: Masarykova univerzita, 2017, s.~78-85. ISBN~978-80-210-8609-8.
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