Ito's Dilemma (C)

Darden Case: Finance (Topic) Pub Date : 1900-01-01 DOI:10.2139/ssrn.909362

Kenneth M. Eades

引用次数: 0

Abstract

Mrs. Ito is approached by a neighbor who asks her advice on investing in a stock-market certificate of deposit (CD) offered by NationsBank.The CD pays interest that is pegged to the S&P 500 and yet guarantees 100% return of principal upon maturity, in five years.This case provides an example of how options are sometimes embedded in securities marketed at the retail level, and it provides students with an opportunity to use a financial-engineering approach to analyze the instrument. See the A and B cases (UVA-F-0936 and UVA-F-0937).

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伊藤的困境(C)

一位邻居走近伊藤太太，询问她如何投资国家银行(NationsBank)提供的股票市场存单(CD)。定期存单支付的利息与标准普尔500指数挂钩，但保证在五年内到期时获得100%的本金回报。这个案例提供了一个例子，说明期权有时是如何嵌入到零售市场的证券中，它为学生提供了一个使用金融工程方法分析工具的机会。参见A和B案例(UVA-F-0936和UVA-F-0937)。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Darden Case: Finance (Topic)

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