Deriving Derivatives
General Finance
2017-01-10 v7
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.
Cite
@article{arxiv.1304.7533,
title = {Deriving Derivatives},
author = {Andrei N. Soklakov},
journal= {arXiv preprint arXiv:1304.7533},
year = {2017}
}
Comments
13 pages, 2 figures