Package fCertificates

This package is a collection of duplication and pricing methods for popular structured products, especially found in Germany and Switzerland. This collection is by no means exhaustive since new combinations of standard derivatives will create new structured products. However, these are the most important groups which cover more than 80% of the market.

For a quick overview on popular structured products in Germany and Switzerland have a look at the latest SVSP Swiss Derivative Map © and also at the general product types and descriptions.

The fCertificates package help pages contain references to the SVSP Swiss Derivative Map 2010 classification. Other resources on structured products valuation include the German and European associations Deutscher Derivate Verband and the EUSIPA - European Structured Investment Products Association.

Just a word about me: I am not affiliated with the SVSP or any of the organisations mentioned above, nor is this package some "official" version of the associations. This is just normal research activity for my PhD at the WWZ of the University of Basel, which hopefully provides better understanding of these structured products All errors are my own. Please report any errors found to wilhelm@financial.com or Stefan.Wilhelm@stud.unibas.ch. If you like to contribute to this package, please contact me.