Deriving Derivatives

Andrei N. Soklakov

Deutsche Bank AG (London)

April 23, 2013

Quantitative Structuring is a rigorous framework for the design of financial products. We show how it incorporates traditional investment ideas while supporting a more accurate expression of clients' views on the market. We briefly touch upon adjacent topics regarding the safety of financial derivatives and the role of pricing models in product design.

Number of Pages in PDF File: 13

Keywords: Optimal investments, Derivatives, Structuring, Model Risk

JEL Classification: C00, D83, G00

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Date posted: May 10, 2013 ; Last revised: March 22, 2016

Suggested Citation

Soklakov, Andrei N., Deriving Derivatives (April 23, 2013). Available at SSRN: http://ssrn.com/abstract=2262941 or http://dx.doi.org/10.2139/ssrn.2262941

Contact Information

Andrei N. Soklakov (Contact Author)
Deutsche Bank AG (London) ( email )
Winchester House
1 Great Winchester Street
London, EC2N 2DB
United Kingdom
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