Dimensions
180 x 249 x 23mm
'Object Oriented Programming for Structured Finance' supplies a product-driven treatment of the world of structured finance. It addresses the subject following the production process of a structured product. Each issue met by the people involved in the process, namely the structurer, the pricer and the risk-manager, will be discussed. Readers will learn how to:
- Construct and analyse structured finance product in an object-oriented UML approach
- Design stress testing and simulation analyses for a structured product
- Choose the relevant hedging policy for the structured product
- How to extend the structuring strategy to embed the so-called "risk-mitigating arrangements"
