๐๐ซ๐ข๐๐ข๐ง๐ ๐๐ง ๐๐ญ๐ก๐๐ง๐ ๐๐ญ๐ซ๐ฎ๐๐ญ๐ฎ๐ซ๐๐ ๐๐ซ๐จ๐๐ฎ๐๐ญ: https://www.linkedin.com/posts/quantlandi_pricing-an-athena-structured-product-activity-7281242179501518848-pszN
This presentation focuses on pricing and analyzing the Athena Structured Product, a financial instrument designed to offer capital protection and participation in market gains: https://www.linkedin.com/posts/quantlandi_pricing-an-athena-structured-product-activity-7281242179501518848-pszN
Key aspects include:
๐ Parameter Definition: Performance trigger levels, capital protection thresholds, and participation rates.
๐ข Simulation: Geometric Brownian motion to model index price paths.
๐ Payoff Calculation: Participation in gains or principal protection based on market conditions.
๐ Discounting: Present value of payoffs calculated using the risk-free rate.
๐ Visualization: Detailed analysis of simulated paths and payoff distributions.
The Athena Structured Product provides a balanced investment approach for risk-conscious investors seeking enhanced returns and capital protection.
โป๏ธ Repost if you find this useful: https://www.linkedin.com/posts/quantlandi_pricing-an-athena-structured-product-activity-7281242179501518848-pszN
#StructuredProducts #QuantitativeFinance #EUROSTOXX50 #FinancialEngineering #Python #MonteCarloSimulation
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