Equity Structured Products: Design, Pricing and Implementation

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Equity Structured Products: Design, Pricing and Implementation

London Financial Studies
Logo London Financial Studies

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London Financial Studies offers their products as a default in the following regions: London

Description

A comprehensive programme on the design, use and pricing of structured products. This course explains how the products are constructed, hedged and applied in live situations.

Practical workshops illustrate the details of product design and use. They provide participants with the confidence that stems from a solid understanding of the current frameworks for pricing and applying exotic options.

Professor Schoutens is Research Professor in financial engineering in the Department of Mathematics at the Catholic University of Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work in the banking industry. Wim is also the author o…

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Didn't find what you were looking for? See also: Pricing, Equities, Retail (Management), Distribution, and Risk Analysis.

A comprehensive programme on the design, use and pricing of structured products. This course explains how the products are constructed, hedged and applied in live situations.

Practical workshops illustrate the details of product design and use. They provide participants with the confidence that stems from a solid understanding of the current frameworks for pricing and applying exotic options.

Professor Schoutens is Research Professor in financial engineering in the Department of Mathematics at the Catholic University of Leuven, Belgium. He has extensive practical experience of model implementation and is well known for his consulting work in the banking industry. Wim is also the author of Lévy Processes in Finance: Pricing Financial Derivatives and co-editor of Exotic Option Pricing and Advanced Lévy Models both published by Wiley. His research interests cover all areas of financial mathematics, and recent publications cover jump driven credit models as well as equity models, model risks, hedging of exotics and multivariate financial modelling.

He is also an independent expert advisor to the European Commission (DG-Competition) on “State aid assessment of valuation of impaired assets and of asset relief measures” and is a Managing Editor of the International Journal of Theoretical and Applied Finance and Associate Editor of Mathematical Finance and Review of Derivatives Research.

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