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)

Mode of delivery

face to face

Type

compulsory

Recommended or required reading and other learning resources/tools

Financial Instruments - Structured Products Handbook: http://www.oenb.at/en/img/phb_internet_tcm16-11173.pdf; Satyajit Das, 2001, Structured Products and hybrid securities, Wiley & Sons

Planned learning activities and teaching methods

Integrated class

Assessment methods and criteria

The course evaluation relies on continuous assessment (30 points) and a written final exam (70 points). The rules for continuous assessment (e.g. assignments, presentations, in-class contributions, quizzes) are outlined in the syllabus of the course.

Prerequisites and co-requisites

Courses of the 1st semester

Infos

Degree programme

Quantitative Asset and Risk Management (Master)

Cycle

Master

ECTS Credits

2.00

Language of instruction

English

Curriculum

Part-Time

Academic year

2021

Semester

2 SS

Incoming

Yes

Learning outcome

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.

Course code

0613-09-01-BB-EN-19