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