Structured Finance: The Object Oriented Approach
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Structured Finance: The Object Orientated Approach will enable you to:
- decompose a structured product in elementary constituent financial objects and risk factors (replicating portfolio)
- understand the basics of object oriented programming (OOP) applied to the design of structured cash flows objects
- build your own objects and to understand FpML data structures available for standard products
- gauge risk exposures of the objects in structured products to: risk factors, their volatilities and the correlation among them (which factor are you long/short? Are you long/short volatility? Are you long/short correlation?)
- update your risk management system to accommodate structured products with non linear exposures and to design objects to represent, price and hedge, counterparty risk
Buy Both and Save 25%!
Structured Finance: The Object Oriented Approach (US $130.00)
-and- An Introduction to Equity Derivatives: Theory and Practice, 2nd Edition (US $65.00)
Total List Price: US $195.00
Discounted Price: US $146.25 (Save: US $48.75)