Structured Products

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)

Art der Vermittlung

Präsenzveranstaltung

Art der Veranstaltung

Pflichtfach

Empfohlene Fachliteratur

OeNB, Financial Instruments - Structured Products Handbook: http://www.oenb.at/en/img/phb_internet_tcm16-11173.pdf; Chan, R., Guo, Y., Lee, S., Li, X., 2019, Financial mathematics, derivatives and structured products, Springer

Lern- und Lehrmethode

Interactive teaching (lecture and discussion), examples during the lectures, Q&A sheets and practical structuring exercises for self-studying.

Prüfungsmethode

The course assessment is based on five work assignments (30 points) during the course and a final written exam at the end (70 points).

Voraussetzungen laut Lehrplan

Courses of the 1st semester

Schnellinfos

Studiengang

Quantitative Asset and Risk Management (Master)

Akademischer Grad

Master

ECTS Credits

2.00

Unterrichtssprache

Englisch

Studienplan

Berufsbegleitend

Studienjahr, in dem die Lerneinheit angeboten wird

2024

Semester in dem die Lehrveranstaltung angeboten wird

2 SS

Incoming

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 can break down structured products in plain vanilla products and can outline hedging possibilities derived from structured products. Furthermore, they can 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

0613-09-01-BB-EN-19