13 Pages Posted: 10 May 2013 Last revised: 22 Dec 2016
Date Written: 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.
Keywords: Optimal investments, Derivatives, Structuring, Model Risk
JEL Classification: C00, D83, G00
Suggested Citation: Suggested Citation