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Managing Risk of Exotic Products
Understand the key issues when dealing with the risks from complex financial instruments and learn how to manage illiquid and complex products.
Understand the key issues when dealing with the risks from complex financial instruments and learn how to manage illiquid and complex products.
... definitely something exotics traders should attend. It has a good mix of the practical challenges that need to be borne in mind while designing a complex derivatives analytics infrastructure as well as some of the theoretical implementation issues involved. The in class exercises were insightful and Simon presented the concepts very concisely.