Product performance

Suzi Hampson
02 Feb 2011

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

This month we compare two six-year principal-protected products linked to the FTSE 100 index. The first product has 100% gearing with a maximum return of 59%, while the second offers uncapped index-linked returns through its participation rate of 83%. The products were both priced by fixing the issue price at 100%. To find the cap for the first product we set the participation to 100% and solved for the price. To find the gearing for the second product, we just solved for the price allowing the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]