Object Oriented Programming for Structured Finance supplies a product-driven treatment of the world of structured finance. It addresses the subject by following the production process of
a structured product. Each issue met by the people involved in the process, namely the structurer, the pricer and the risk-manager, will be discussed. Readers will learn how to:
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Construct and analyse structured finance product in an object-oriented UML approach
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Design stress testing and simulation analyses for a structured product
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Choose the relevant hedging policy for the structured product
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How to extend the structuring strategy to embed the so-called “risk-mitigating arrangements”
