Analyzing and hedging structured products with Interactive Deformable Computer Graphics

In this article, Michael Mahlknecht and Konstantin Oppl present an innovative graphical analysis method, which enables to achieve a visualization of hidden risks in complex structured products, to perform real-time graphical dynamic hedging, to graphically calibrate volatility and correlation surfaces, and to set efficient limits for risk management.

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Year of publication:	2009
Authors:	Mahlknecht, Michael ; Oppl, Konstantin
Published in:	Journal of Financial Transformation. - Capco Institute. - Vol. 26.2009, p. 55-58
Publisher:	Capco Institute
Subject:	Market risk \| prepayment risk \| default risk \| trading \| hedging \| graphical dynamic hedging \| structured products \| risk management \| simulation \| visualization of risks \| parameter calibration

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Type of publication:	Article
Classification:	G15 - International Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004985643