Deriving Derivatives

Andrei N. Soklakov

Papers from arXiv.org

Abstract: 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.

Date: 2013-04, Revised 2017-01
References: View complete reference list from CitEc
Citations:

Published in Risk, July (2016), pp. 78-83

Downloads: (external link)
http://arxiv.org/pdf/1304.7533 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1304.7533

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().