Structured Products: A Detailed Analysis
To understand the module prior knowledge of derivatives is required. (An overview of options like call, put etc).
This module will give everyone a complete overview of simple and exotic structures.
- The presentation on structured product includes an overview of plain vanilla structured products.
- Different types of complex & exotic structures including different kinds of structured notes.
- Valuation of a plain vanilla structured product.
- Reference : CMFAS Module 6A, Fibozzi and Hull