2020-21 Fall - SBMT6020B - Structured Products

Course

Description

Financial instruments and derivatives markets; Structured solutions including payoff design / packaging / distribution / pricing / hedging / funding; The popular structures in practice across the asset classes (Equity, Funds, FX, Interest Rate, Credit and Commodities); The customized index business based on factors, portfolio theory and other trading models with up-to-date industry practices; Computational methods for derivatives and structured products, including binomial tree methods, Monte Carlo simulation.
Course period1/09/2031/12/20
Course levelPG
Course formatLecture