Pricing of Structured Products - Applying the Theory

Location

Banff AB
Canada

Date
June 14, 2015
Type
Presentation
Event Type
Canadian Conference
Presenters
Chris Lowes
Description

Learn about factors impacting the pricing of the structured product examples discussed in the earlier session “Practicum on Hedging and Risk Management”, and measurement of risk. This session will describe the economic capital required to cover the risk components embedded within the overall transaction price.  Course participants will gain insight into how economic capital can be a useful tool in determining the allocation of capital and as a risk-adjusted performance measure.