Structured Finance: The Object Oriented Approach (The Wiley Finance Series)
Language: English
Published by Wiley, 2007
- Hardcover
- Used

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- Title
- Structured Finance: The Object Oriented Approach (The Wiley Finance Series)
- Author
- Umberto Cherubini,Giovanni Della Lunga
- Publisher
- Wiley
- Publication year
- 2007
- Condition
- Good
- Binding
- hardcover
- Language
- English
- ISBN 10
- 0470026383
- ISBN 13
- 9780470026380
Structured Finance: The Object Orientated Approach will enable you to:
- decompose a structured product in elementary constituent financial objects and risk factors (replicating portfolio)
- understand the basics of object oriented programming (OOP) applied to the design of structured cash flows objects
- build your own objects and to understand FpML data structures available for standard products
- gauge risk exposures of the objects in structured products to: risk factors, their volatilities and the correlation among them (which factor are you long/short? Are you long/short volatility? Are you long/short correlation?)
- update your risk management system to accommodate structured products with non linear exposures and to design objects to represent, price and hedge, counterparty risk
"Synopsis" may belong to another edition of this title.
About the Author
GIOVANNI DELLA LUNGA is responsible for Market Risk Methodologies at Prometeia, an Italian firm specialized in research and consultancy in economics and finance. He teaches Finance and Computer Programming at University of Insubria (Varese, Italy) and has published in international journal in physics and chemistry.
"About the title" may belong to another edition of this title.
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