Research Article
Modeling and Risk Analysis Using Parametric Distributions with an Application in Equity-Linked Securities
Table 14
The ratio for the early repayment during the period 2005–2014.
| | Redemption | (HSCEI, KOSPI 200) | (S&P 500, KOSPI 200) | (EURO STOXX 50, KOSPI 200) |
| | 1st | 1156 (74.39%) | 1248 (80.31%) | 1136 (73.10%) | | 2nd | 100 (6.44%) | 64 (4.12%) | 40 (2.57%) | | 3rd | 101 (6.5%) | 53 (3.41%) | 53 (3.41%) | | 4th | 72 (4.63%) | 56 (3.60%) | 53 (3.41%) | | 5th | 18 (1.16%) | 65 (4.18%) | 62 (3.99%) | | 6th (mat) | 56 (3.60%) | 46 (2.96%) | 5 (0.32%) | | Loss | 51 (3.28%) | 22 (1.42%) | 205 (13.19%) |
|
|
