Keyword: «monte carlo method»

Assessment of investment appeal of a structural product with complete protection of the equity "Participation with complete protection"

ART 75102

Authors:

Sergei Udin,

Vadim Stepanov,

Tatyana Stepanova,

Inna Rymyanceva,

Natalya Urisheva,

Dmitrii Yakyshin

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In article comparison of investment structural products with complete protection is carried out by complete protection of the equity and bank deposits. On the basis of the analysis available yielded and results of imitating modeling it is shown that the considered structural product, with risks and low expected return in-herent in it, can't be considered as successful alternative to bank deposits.

Keywords: structural products, profitability assessment, method of historical modeling, method of in-tegration of function of payments, monte carlo method