+7 925 966 4690, 9am6pm (GMT+3), Monday – Friday
ИД «Финансы и кредит»

JOURNALS

  

FOR AUTHORS

  

SUBSCRIBE

    
Finance and Credit
 

Creating generic algorithms for generating a structured investment product

Vol. 20, Iss. 27, JULY 2014

Available online: 14 July 2014

Subject Heading: Investment potential

JEL Classification: 

Pages: 55-66

Ignatiuk A.S. St. Petersburg State University of Economics, St. Petersburg, Russian Federation
ai@energ.ru

The article points out that the industry's rapid growth of structured investment products has necessitated development of methodical provisions for financial engineering. The author discusses a generic algorithm which is comprehensive guidance for understanding the entire cycle of works on creation of new structured investment products. In addition, this algorithm generalizes the empirical methodology for structuring of assets and gives them a scientific rationale.

Keywords: structured investment products, protection, capital, generic algorithm

References:

  1. Bodie T. Investments. USA, Mc Graw Hill, 2010, 866 p.
  2. Definition of the CPI. Bureau of Labor Statistics 2011. Available at: Link.
  3. Equity and Derivatives Structured Products. Available at: Link.
  4. Goldman M. New Attitude to Low Volatility. Professional Wealth Management Magazine, 2012, no. 3.
  5. Hauser Т. Is country diversification still better than sector diversification? Financial Markets and Portfolio Management, 2006, no. 16-2.
  6. JP Morgan Structured Products Education. Available at: Link.
  7. Key benefits about indexing. Available at: Link.
  8. Malcolm A. International Financial Law Review. Guide to structured products, 2012, no. 24, pp. 19–22.
  9. Mc Morris F.A. Lack of Disclosure with Structured Products. On Wall Street, 2012.
  10. Mohandas P. In Asia Money. Invest in India, 2009, no. 15, pp. 19–22.
  11. Schram F. Fund Linked Structured Products: Engineering and Retailing. USA, Public and Field Knowledge, 2012, 111 p.
  12. Tatge M. Rare commodity. Forbes, 2012, no. 175, pp. 130–132.
  13. Telpner J. How structured product help access hedge fund. International Financial Law Review, 2011, no. 6, pp. 22–24.
  14. Turley F. Structured Retail Products performance presentation. London, HSBC Corporate and Investment banking, 2012.

View all articles of issue

 

ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

Journal current issue

Vol. 30, Iss. 4
April 2024

Archive