Analyzing and hedging structured products with Interactive Deformable Computer Graphics

Michael Mahlknecht () and Konstantin Oppl ()
Additional contact information
Michael Mahlknecht: Delta Hedge, http://www.delta-hedge.com
Konstantin Oppl: Delta Hedge, http://www.delta-hedge.com

Journal of Financial Transformation, 2009, vol. 26, 55-58

Abstract: In this article, Michael Mahlknecht and Konstantin Oppl present an innovative graphical analysis method, which enables to achieve a visualization of hidden risks in complex structured products, to perform real-time graphical dynamic hedging, to graphically calibrate volatility and correlation surfaces, and to set efficient limits for risk management.

Keywords: Market risk; prepayment risk; default risk; trading; hedging; graphical dynamic hedging; structured products; risk management; simulation; visualization of risks; parameter calibration (search for similar items in EconPapers)
JEL-codes: G15 (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:ris:jofitr:0016

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