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Structured Products

Description

Prerequisites
Derivatives

Objectives
Apply derivatives know-how in order to analyze and invest in structured products.

Description / Program
In an extensive interpretation, we may speak of structured products as soon as we combine two or more elementary financial products into a new structure displaying original characteristics. Structured products represented one of the most rapidly growing areas of finance in the last two decades, reaching a nearly unlimited variety of forms. The goal of this course is to provide an overview about the process of developing, marketing, and managing structured products. To this purpose, the course will analyze a certain number of popular structured products, like: autocallable notes and other barrier reverse convertibles, principal protected notes, participation certificates, convertible and callable bonds, mortgage-backed securities, and CDOs.

Learning Method / Style of Lessons
In addition to theoretical lectures, the course will include workshops to facilitate also a practical understanding of its content.

Exam Style
Written exam at the end of the course; practical teamwork.

Readings/Textbooks

Satyajit Das, Structured Products (volumes 1 and 2), Wiley Finance

Frank J. Fabozzi, Handbook of Structured Financial Products, New Hope, Pennsylvania

People

 

Carcano N.

Course director

Additional information

Semester
Fall
Academic year
2019-2020
ECTS
6
Language
English
Education
Master of Science in Economics in Finance, Core course, Minor in Quantitative Finance, 2nd year

Master of Science in Economics in Finance, Elective course, Minor in Digital Finance, 2nd year

Master of Science in Economics in Finance, Elective course, Minor in Banking and Finance, 2nd year