Webinar:

CURVES, CORRELATION, AND CALIBRATION: ADVANCED STRUCTURES AND HYBRID MODELING

On-Demand Webinar

Request Video

First Name:
Last Name:
Job Title:
Company Name:
Email Address:
Phone Number:
City:
Country:
Organization Type:
Type of Request:
Campaign ID:
Original Referrer (A):
Lead Source:

Overview

Please view our on-demand webinar on CURVES, CORRELATION, AND CALIBRATION: ADVANCED STRUCTURES AND HYBRID MODELING, presented by Juergen Wendland, FINCAD's Senior Quantitative Research Manager.

Hybrids and structured products have become a well-established asset class among retail and institutional investors alike, and they arise naturally in liability structures and asset-liability management. As the universe and complexity of hybrid and structured products continue to grow, an effective and future-proof modeling framework is necessary to price, structure, and risk manage these products and their exposures.

Juergen discusses important modeling considerations for pricing and risk management of hybrids and advanced structures including:

Numeraire corrections for hybrid simulation

Cross-asset correlation calibration

Modeling exotic payoff structures

Calculating sensitivities for hedging and risk

FINCAD white papers bring you the latest analysis from FINCAD financial experts and industry knowledge leaders, providing comprehensive insight into exchange traded and OTC derivatives, risk management, current regulations and compliance issues.

Founded in 1990, FINCAD provides software and services supporting the valuation and risk management of cross-asset class derivatives and fixed income securities to banks, corporate treasuries, asset management and insurance firms, auditors, hedge funds, and governments. FINCAD is the industry standard for financial analytics used by more than 4,000 organizations in over 80 countries.2013 FinancialCAD Corporation.