FX-Linked Structured Time Deposits Versus Barrier and Standard Options: a Comparative Study

• Autorzy: Monika Krawiec
• Języki publikacji: EN

Abstrakty

EN

The paper provides a short description of barrier options together with an analysis of their performance compared to the performance of standard options and structured time deposits that incorporate the element of barrier in their construction. The results obtained show that some of considered structured time deposits linked to the foreign exchange rates and standard options could bring some profits unlike the majority of coressponding barrier options. The disadavantage of barrier options is they can stay inactive or a "spike" in the underlying asset price can cause the option to be knocked-out.(original abstract)

Słowa kluczowe

EN

Foreign currency deposits; Exchange rates; Options

PL

Depozyty walutowe; Kurs walutowy; Opcje

• Czasopismo: Metody Ilościowe w Badaniach Ekonomicznych / Szkoła Główna Gospodarstwa Wiejskiego
• Rocznik: 2018
• Tom: 19(XIX)
• Numer: nr 4
• Strony: 398--410

Twórcy

autor

Monika Krawiec

• Warsaw University of Life Sciences - SGGW, Poland

Bibliografia

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Identyfikatory

DOI

https://doi.org/10.22630/MIBE.2018.19.4.38