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Autocallable Note
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- autocallable note, hybrid fiancial derivatives
- Permanent URL:
- http://dx.doi.org/10.17613/p3xe-a939
- Abstract:
- Autocallable Notes are hybrid instruments that offer a higher coupon if they are automatically called. The automatic call condition is based on a reference asset. The auto call happens If the reference asst is at or above its initial level on predefined observation dates. If called, the investor receives the principal plus a coupon. The reference entity could be an equity, an index, or a backet of stocks.
- Notes:
- https://alanwhite1203.github.io/EqAutoCallable-28.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 1 year ago
- License:
- All-Rights-Granted