This article was published in the February - March 2010 edition of the magazine 'Invest', an Asian periodic journal for investors. It is a modified extract of a central chapter of the first part of the book "How to Invest in Structured Products", where the behavior of structured products during their lifetime is explained in detail. In the article, the influence of shifts in interest rates or volatility on the price of capital guaranteed structured products is asserted. The book's scope goes beyond just one product type and two factors, analyses the behavior of more product types and more factors.
The pdf of the article: " The behavior of capital guaranteed products during their lifetime"