The analysis of attractive rates offered under Dual Structured Notes without principal protection, regarding the probability to occur and the operation at market prices of the implicit options
This paper has the purpose to determine whether the attractive rates offered by a local Investment Bank in Mexico under structured products, more specifically under structured notes without principal protection denominated “Dual Structured Notes”, are plausible to get, showing whether the strikes of the implicit options were chosen within critical price values for the foreign exchange rate MXN/USD
