Structured Products
People
Course director
Description
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.
Objectives
Apply derivatives know-how in order to analyze and invest in structured products
Teaching mode
In presence
Learning methods
In addition to theoretical lectures, the course will include workshops to facilitate also a practical understanding of its content.
Compliant with COVID-19 guidelines
Examination information
Class participation is a mandatory component of the course grade
Written exam at the end of the course; practical teamwork.
Bibliography
- Fabozzi, Frank J.. Handbook of structured financial products. New Hope, PA: Fabozzi, 1998.
- Satyajit, Das. Structured Products (volumes 1 and 2). Wiley Finance, 0.
Education
- Master of Science in Economics in Finance, Lecture, 2nd year
- Master of Science in Economics in Finance, Lecture, Corsi a scelta o Field Project o Semestre all'estero (Digital Finance), Elective, 2nd year
- Master of Science in Economics in Finance, Lecture, Corsi a scelta o Field Project o Semestre all'estero (Quantitative Finance), Elective, 2nd year
Prerequisite
- Derivatives, Berardi A., SP 2022
