Item | Martingale pricing | Monte Carlo simulation | Average | |||
Initial investment | 1 | 50,000 | 1 | 50,000 | 1 | 50,000 |
Fixed income | 0.9984 | 49917.8589 | 0.9984 | 49917.8589 | 0.9984 | 49917.8589 |
Floated income | 0.0008 | 40.7423 | 0.0009 | 42.5279 | 0.0008 | 41.6351 |
Theoretical value | 0.9992 | 49958.6012 | 0.9992 | 49960.3868 | 0.9992 | 49959.4940 |
Issue income | 0.0008 | 41.3988 | 0.0008 | 39.6132 | 0.0008 | 40.5060 |
Premium rate | 0.08% | 0.08% | 0.08% | 0.08% | 0.08% | 0.08% |