Design and development of an innovative financial product, taking into account relevant aspects of the issuing company and the market. The course deals with the various aspects of managing the development of a financial product. You will form teams and choose one of categories of structured financial products introduced in class, and then create your own innovative version. In this, you will also take into account the business perspective of a (hypothetical or real) bank at which you (could) introduce it as an innovative product. The final goal is to write a software package to price and hedge similar structured products, with accompanying user manual.
 

Entry requirements: Mandatory: Structured Products 201300062. Recommended: Risk management 191860181