Pricing an Athena Structured Product
From Parameter Definition to Payoff Simulation
𝐏𝐫𝐢𝐜𝐢𝐧𝐠 𝐚𝐧 𝐀𝐭𝐡𝐞𝐧𝐚 𝐒𝐭𝐫𝐮𝐜𝐭𝐮𝐫𝐞𝐝 𝐏𝐫𝐨𝐝𝐮𝐜𝐭: 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:
📊 Parameter Definition: Performance trigger levels, capital protection thresholds, and participation rates.
🔢 Simulation: Geometric Brownian motion to model index price paths.
📈 Payoff Calculation: Participation in gains or principal protection based on market conditions.
📉 Discounting: Present value of payoffs calculated using the risk-free rate.
📘 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.
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