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Structured product with Asian option

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Darya11
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Joined: February 8th, 2011, 10:17 pm

Structured product with Asian option

April 30th, 2011, 8:29 am

Hello,Can anybody give some real examples of capital protected note with embedded Asian options instead of vanilla options?
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BramJ
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Joined: January 10th, 2006, 2:01 pm

Structured product with Asian option

April 30th, 2011, 9:48 am

too lazy to google?
Last edited by BramJ on April 29th, 2011, 10:00 pm, edited 1 time in total.
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frolloos
Posts: 752
Joined: September 27th, 2007, 5:29 pm
Location: Netherlands

Structured product with Asian option

April 30th, 2011, 12:57 pm

QuoteOriginally posted by: Darya11Hello,Can anybody give some real examples of capital protected note with embedded Asian options instead of vanilla options?treasury zc-bond + Asian option, and then wrap it as a note. my question to you, can you give me an example of a capital protected note with an embedded weather derivative?
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