Deriving Derivatives

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

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Date posted: May 10, 2013 ; Last revised: August 17, 2015

Suggested Citation

Soklakov, Andrei N., Deriving Derivatives (July 30, 2015). 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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