Structured Finance +CD
Language: English
Published by John Wiley & Sons Jun 2007, 2007
- Hardcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 224.37
Quantity: 2 available
Add to basketItem description from seller
Neuware - Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing common concepts and language within the industry. The financial community (structurers, pricers and risk managers) view structured products as collections of objects under the so-called replicating portfolio paradigm. The IT community use object oriented programming (OOP) techniques to improve the software updating and maintenance process. For them structured products are collections of objects as well. Despite use of the same object concept, it looks like communication between these different professional functions has been problematic. Recently, construction of standard data structures known as FpML has begun to lay out a common definition of objects, at least for plain vanilla derivatives, both between IT and financial people and across different market players. Along this line, this book builds upon the concept of object to provide frontier treatment of structured finance issues relevant to both communities engaged in building, pricing and hedging products and people engaged in designing and up-dating the corresponding software.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.…
Seller Inventory # 9780470026380
- Title
- Structured Finance +CD
- Author
- Cherubini
- Publisher
- John Wiley & Sons Jun 2007
- Publication year
- 2007
- Condition
- Neu
- Binding
- Kombiprodukt
- Language
- English
- ISBN 10
- 0470026383
- ISBN 13
- 9780470026380
- Item weight
- 712 grams
- Dimensions
- 250x175x21 mm
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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