PRODUCT INFORMATIONThere are two applications in this section for pricing dynamic guarantees. The descriptions in this section are brief. Click on the respective application link button to get to the application site, then click on the valuation procedure link for more details.
Dynamic fund protection with deterministic guaranteed level. This application prices a dynamic fund protection guarantee where the guaranteed level is a known function of time.
Dynamic fund protection with stochastic guaranteed level. This application prices a dynamic fund protection guarantee where the guaranteed level is the volatile value of an asset.
