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Conference Proceedings (2003), Proceedings of AFFI - Lyon 2003, ISFA Lyon

Term Capital-guaranteed Fund Management: The Option Method vs. The Cushion Method

ABOU SALEH D., LACOSTE V., LONGIN François

This article deals with guaranteed funds, and especially funds which provide at maturity a guarantee of the capital invested. It presents two management methods: the option method and the cushion method.

ABOU SALEH, D., LACOSTE, V. and LONGIN, F. (2003). Term Capital-guaranteed Fund Management: The Option Method vs. The Cushion Method. In: Proceedings of AFFI - Lyon 2003. ISFA Lyon.