Valuation of structured products
G Deng, T Husson, C McCann - The Journal of Alternative …, 2014 - jai.pm-research.com
The market for structured products has grown dramatically in the past decade. Their diversity
and complexity have led to the development of many different valuation approaches, and it …
and complexity have led to the development of many different valuation approaches, and it …
Ex-post structured product returns: Index methodology and analysis
G Deng, T Dulaney, T Husson, CJ McCann… - Journal of …, 2015 - papers.ssrn.com
The academic and practitioner literature now includes numerous studies of the substantial
issue date mispricing of structured products but there is no large scale study of the ex-post …
issue date mispricing of structured products but there is no large scale study of the ex-post …
The VXX ETN and volatility exposure
T Husson, CJ McCann - PIABA Bar Journal, 2011 - papers.ssrn.com
Exposure to the CBOE Volatility Index (VIX) has been available since 2004 in the form of
futures and since 2006 in the form of options, but recently new exchange-traded products have …
futures and since 2006 in the form of options, but recently new exchange-traded products have …
[BOOK][B] Functional imaging with mitochondrial flavoprotein autofluorescence
TR Husson - 2009 - search.proquest.com
While great strides have been made in the development of novel neural imaging technologies
in the past two decades, these techniques still either measure coarsely or require …
in the past two decades, these techniques still either measure coarsely or require …
Leveraged, Inverse, and Futures-Based Etfs
T Dulaney, T Husson, CJ McCann - PIABA Bar Journal, 2012 - papers.ssrn.com
Exchange-traded funds (ETFs) offer retail investors a superficially simple way to obtain
exposure to a wide variety of underlying assets and investment strategies. These products have …
exposure to a wide variety of underlying assets and investment strategies. These products have …
Structured certificates of deposit: Introduction and valuation
G Deng, T Dulaney, T Husson… - Financial Services …, 2014 - papers.ssrn.com
This paper examines the properties and valuation of market-linked certificates of deposit (structured
CDs). Structured CDs are similar to structured products–debt securities with payoffs …
CDs). Structured CDs are similar to structured products–debt securities with payoffs …
[HTML][HTML] Dual directional structured products
G Deng, T Dulaney, T Husson, C McCann - Journal of Derivatives & Hedge …, 2014 - Springer
We analyze and value dual directional structured products – or simply dual directionals (DDs)
– which have been issued in large amounts since the beginning of 2012. DDs evolved out …
– which have been issued in large amounts since the beginning of 2012. DDs evolved out …
Structured product based variable annuities
G Deng, T Dulaney, T Husson… - The Journal of …, 2013 - papers.ssrn.com
Recently, a new type of variable annuity has been marketed to investors which is based on
structured product-like investments instead of the mutual fund-like investments found in …
structured product-like investments instead of the mutual fund-like investments found in …
Large sample valuations of tenancies-in-common
T Husson, C McCann, E O'Neal… - Journal of Real Estate …, 2014 - meridian.allenpress.com
We value a large sample of tenant-in-common (TIC) investments covering approximately 20%
of the TIC industry from 2004 to 2009. Based on the sponsor's projections, we find that the …
of the TIC industry from 2004 to 2009. Based on the sponsor's projections, we find that the …
Private Placement Real Estate Valuation
T Husson, C McCann, E O'Neal… - Journal of Business …, 2014 - degruyter.com
As a result of the Securities and Exchange Commission’s relaxation of its prohibition against
the marketing of private placements, investors will soon be exposed to a broad array of …
the marketing of private placements, investors will soon be exposed to a broad array of …