Deriving Derivatives
classification
💱 q-fin.GN
keywords
derivativesdesignfinancialaccurateadjacentclientsderivingexpression
read the original 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.
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