Structured Finance : The Object Oriented Approach

"Object Oriented Programming for Structured Finance" supplies a product-driven treatment of the world of structured finance.

It addresses the subject by following the production process of a structured product.

Each issue met by the people involved in the process, namely the structurer, the pricer and the risk-manager, will be discussed.

Readers will learn how to: construct and analyse structured finance product in an object-oriented UML approach; design stress testing and simulation analyses for a structured product; choose the relevant hedging policy for the structured product; and, how to extend the structuring strategy to embed the so-called "risk-mitigating arrangements".