Modeling and Assessing the Profitability of Structured Products Using the Example of Bonds

Student: Dugaev Egor

Educational Programme: Financial Engineering (Master)

Final Grade: 7

Year of Graduation: 2024

Annotation. This paper presents an analysis of the profitability of structured products using the example of investment bonds in Russia using a model constructed by the author. The model used is based on the Monte Carlo method and geometric Brownian motion. The author collected a sample of 72 structured products such as investment bonds with full capital protection, issued on the Russian market. An analysis of existing approaches to the evaluation of structural products used in the works of foreign and domestic researchers was carried out. The advantages and disadvantages of existing profitability assessment models were identified.

Full text (added May 14, 2024)

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