13 April 2012
The relationship between the price of a structured product and its characteristics in terms of probability distributions: an example applied to interest rate derivatives - See the video (1/2) - See the video (2/2)
The function of the upfront-See the videoor
Tag:
Derived, Upfront, probabilistic scenarios, Text translated automatically, probability, 11972, Risk measurement, università di roma la sapienza, Risks, University of Rome La Sapienza, mis-pricing, mispricing, Esma, Consob, Iosco, Marcello Minenna, structured products, Associated
