Published March 29, 2021
| Version v1
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Valuation of Accelerated Return Note
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Description
An Accelerated Return Note (ARN) is a structured instrument that offers a potentially higher return linked to the performance of a reference entity that could be an equity, an index, or a basket of assets. The payoff depends on the performance of the underlying assets. Usually, it is capped but not floored, that means it does not offer any downside protection.
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EqAccelerate-20.pdf
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