Andrei N. Soklakov
Deutsche Bank AG (London)
July 30, 2015
We show how Quantitative Structuring incorporates traditional ideas of product design while supporting a more accurate expression of clients' views on the market. We briefly touch upon adjacent topics regarding the safety of financial products and the role of pricing models in product design.
Number of Pages in PDF File: 12
Keywords: Optimal investments, Derivatives, Structuring, Model Risk
JEL Classification: C00, D83, G00
Date posted: May 10, 2013 ; Last revised: August 17, 2015
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