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VERSION:2.0
PRODID:-//AMSE//Event Calendar//FR
CALSCALE:GREGORIAN
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BEGIN:VEVENT
UID:event-8180@www.amse-aixmarseille.fr
DTSTAMP:20260627T171413Z
CREATED:20260627T171413Z
LAST-MODIFIED:20260627T171413Z
STATUS:CONFIRMED
SEQUENCE:0
SUMMARY:finance seminar - Christian de Peretti
DTSTART:20210615T123000Z
DTEND:20210615T123000Z
DESCRIPTION:This article deals with the pricing of turbo warrants and perpe
 tual turbo warrants. (Non perpetual) turbo warrants have already been treat
 ed in several articles\, but no application has been run to check the valid
 ity of the pricing formula. On another hand\, perpetual turbo warrants stud
 ies are scarce as they are recent financial instruments. In this work\, an 
 application to Hong Kong exchange market is provided for the (non perpetual
 ) turbo warrants. Then\, exotic portfolios are constructed for replicating 
 the perpetual turbo warrants and then to propose a price. Due to a lack of 
 historic data of perpetual Turbos\, only numerical simulated results are pr
 esented for perpetual turbo warrants. Properties are presented under the Ge
 ometric Brownian Motion model.\\n\\nContact: Eric Girardin: eric.girardin[a
 t]univ-amu.frChristelle Lecourt: christelle.lecourt[at]univ-amu.fr\n\nPlus 
 d'informations: https://www.amse-aixmarseille.fr/en/events/christian-de-per
 etti-0
LOCATION:MEGA
URL;VALUE=URI:https://www.amse-aixmarseille.fr/en/events/christian-de-peretti-0
CONTACT:Eric Girardin: eric.girardin[at]univ-amu.frChristelle Lecourt: chri
 stelle.lecourt[at]univ-amu.fr
TRANSP:OPAQUE
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