Structured Products

Brief description

Structured fixed income products, structured inflation linked products, structured FX linked products, structured equity linked products, structured commodity linked products, portfolio strategies (investment, insurance strategies)

Mode of delivery

face to face

Type

compulsory

Recommended or required reading and other learning resources/tools

OeNB, Financial Instruments - Structured Products Handbook: http://www.oenb.at/en/img/phb_internet_tcm16-11173.pdf; Chan, R., Guo, Y., Lee, S., Li, X., 2019, Financial mathematics, derivatives and structured products, Springer

Planned learning activities and teaching methods

Interactive teaching (lecture and discussion), examples during the lectures, Q&A sheets and practical structuring exercises for self-studying.

Assessment methods and criteria

The course assessment is based on five work assignments (30 points) during the course and a final written exam at the end (70 points).

Prerequisites and co-requisites

Courses of the 1st semester

Infos

Degree programme

Quantitative Asset and Risk Management (Master)

Cycle

Master

ECTS Credits

2.00

Language of instruction

English

Curriculum

Part-Time

Academic year

2024

Semester

2 SS

Incoming

Yes

Learning outcome

After the successful completion of the course, students are able to categorize structured products across asset classes and describe their risk and return profile. They can break down structured products in plain vanilla products and can outline hedging possibilities derived from structured products. Furthermore, they can structure tailor made solutions for different market views. Additionally, students are able to use financial models to valuate structure products across different asset classes.

Course code

0613-09-01-BB-EN-19