Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland

Martin Wallmeier; Martin Diethelm

doi:10.3905/JOD.2009.17.2.059

Article

Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland

Martin Wallmeier and Martin Diethelm

The Journal of Derivatives Winter 2009, 17 (2) 59-72; DOI: https://doi.org/10.3905/JOD.2009.17.2.059

Martin Wallmeier

is a professor in the department of finance and accounting at the University of Fribourg in Switzerland. martin.wallmeier@unifr.ch

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: martin.wallmeier@unifr.ch

Martin Diethelm

is research assistant in the department of finance and accounting at the University of Fribourg in Switzerland. martin.diethelm@unifr.ch

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: martin.diethelm@unifr.ch

Article
Info & Metrics
PDF

Login below to view the full article

Don’t have access?

IPR Journals is the leading provider of applicable theoretical research for all those in the investment management community. Benefit from access to our content including:

Unrestricted access to all 11 Journals
Enhanced Search and Browse Functionality
Topic Searches and handpicked curated Collections
A full archive of content going back to 1974

SAMPLE OUR CONTENT >>

INQUIRE ABOUT A SUBSCRIPTION >>

Log in using your username and password

Username *

Password *

Forgot your user name or password?

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Derivatives

Vol. 17, Issue 2

Winter 2009

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Derivatives.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland

Message Subject (Your Name) has sent you a message from The Journal of Derivatives

Message Body (Your Name) thought you would like to see the The Journal of Derivatives web site.

Your Personal Message

Citation Tools

Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland

Martin Wallmeier, Martin Diethelm

The Journal of Derivatives Nov 2009, 17 (2) 59-72; DOI: 10.3905/JOD.2009.17.2.059