Structured fixed income products; structured inflation linked products; structured FX linked products; structured equity linked products; structured commodity linked products; portfolio strategies (investment, insurance strategies)
Quantitative Asset and Risk Management (Master)
Studienjahr, in dem die Lerneinheit angeboten wird
Semester in dem die Lehrveranstaltung angeboten wird
Lernergebnisse der Lehrveranstaltung
After the successful completion of the course, students are able to categorize structured products across asset classes and describe their risk and return profile. They are able to break down structured products in plain vanilla products and can outline hedging possibilities derived from structured products. Furthermore, they are able to structure tailor made solutions for different market views. Additionally, students are able to use financial models to valuate structure products across different asset classes.
Kennzahl der Lehrveranstaltung