Vanini, Paolo (2012): Fiancial Innovation, Structuring and Risk Transfer.
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These lecture notes are about financial innovations. We ask why are there some innovation and how is an innovative idea realized. This forces us to consider practical and structural aspects (regulations, taxation, markets) as key drivers of innovations and also basic formal aspects in valuation.
Overview: Taxes and Regulation, Technology, Who Innovates, Life Cycle, Pricing and Hedging Discount Factors and No Arbitrage
Investment: Rule Bases, Alpha, Beta, View and Trade, Fund Industry, Portfolio Theory
Swaps and Financial Markets: IRS, TRS, ALM, ISDA Retail Structured Products Real Estate Asset Class, Green Banking, Demographic Risk
Financial Crisis: Overview Leverage, Systemic Risk, Securitization, Pricing
|Item Type:||MPRA Paper|
|Original Title:||Fiancial Innovation, Structuring and Risk Transfer|
|English Title:||Financial Innovation, Structuring and Risk Transfer|
|Keywords:||financial innovation, risk transfer, structuring, pricing, regulation, investment, markets|
|Subjects:||D - Microeconomics > D5 - General Equilibrium and Disequilibrium > D50 - General
G - Financial Economics > G1 - General Financial Markets > G12 - Asset Pricing; Trading volume; Bond Interest Rates
D - Microeconomics > D8 - Information, Knowledge, and Uncertainty > D81 - Criteria for Decision-Making under Risk and Uncertainty
G - Financial Economics > G1 - General Financial Markets > G18 - Government Policy and Regulation
D - Microeconomics > D5 - General Equilibrium and Disequilibrium > D52 - Incomplete Markets
G - Financial Economics > G1 - General Financial Markets > G10 - General
G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
|Depositing User:||paolo vanini|
|Date Deposited:||11. Nov 2012 07:44|
|Last Modified:||13. Feb 2013 16:29|
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