摘要翻译:
定量结构化是金融产品设计的严谨框架。我们展示了它如何融入传统的投资理念,同时支持更准确地表达客户的观点。我们将涉及金融衍生品的安全性和定价模型在产品设计中的作用。
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英文标题:
《Deriving Derivatives》
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作者:
Andrei N. Soklakov
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最新提交年份:
2017
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要:
Quantitative structuring is a rigorous framework for the design of financial products. We show how it incorporates traditional investment ideas while supporting a more accurate expression of clients' views. We touch upon adjacent topics regarding the safety of financial derivatives and the role of pricing models in product design.
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PDF链接:
https://arxiv.org/pdf/1304.7533