Andrei N. Soklakov
Deutsche Bank AG (London)
July 1, 2016
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. We 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: December 22, 2016