Structured Products

Description

The objective of the course is to give you a deep understanding of structured products and their latest developments - how they are built, what benefit they bring to investors and how they are hedged by traders . Those products often bring exotic risks to trading desks that need to be recycled to hedge funds, that aspect also will be part of the course. This module allows you to understand the risk attached to those products for investors and for banks, to design products that meet investors’ objectives, analyse any new payoff and assess its risks and design strategies under uncertainty.