This article examines the issuer pricing of structured products during exchange trading in November 2001, comparing daily closing quotes of roughly 170 reverse convertibles and 740 discount certificates to values based on duplication strategies using call options traded on the Eurex (European...

This paper is the first to study empirically the pricing of the Euro Stoxx 50 dividend futures, introduced at the Eurex (European Exchange) in mid-2008. These instruments are an easy means of obtaining exposure to the future dividends of the index constituents for hedging and speculation...