Sustainable Financial Structured Products : Managing Risk Appetites across Modelling, Structuring, and Hedging (Chapman and Hall/crc Financial Mathematics Series)

Kalife, Aymeric

Chapman & Hall/CRC（2026/05発売）

• 製本 Hardcover:ハードカバー版／ページ数 448 p.
• 言語 ENG
• 商品コード 9781032658872

Full Description

Sustainable Financial Structured Products: Managing Risk Appetite across Modelling, Structuring, and Hedging gives an overview of all relevant aspects of Financial Structured Products (i.e. long-term savings products) from the risk perspective of both issuers (banks, insurers) and customers. The book contains technical details associated with both practice and theory, specifically related to modelling, product design, investments and risk management challenges and solutions, tailored to both savings institutions and customer perspectives.

The book is aimed at practicing risk managers and associated professionals but can also be a useful teaching resource for courses in risk management, financial structured products, and other related topics.

Features

Offers detailed theoretical background alongside concrete, cutting-edge "quick wins" across strategic and operational business axes
Practical tools for professionals in the banking industry, as well as great teaching/learning resources for students
Highlights operational challenges across modelling, product designs and hedging.

Contents

Chapter 1 The transformation of the Risk Appetite for Sustainable Financial Structured Products Chapter 2 Products Risk Appetites for Sustainable Financial Structured Products Chapter 3 Measuring Risk Appetite for Sustainable Financial Structured Products Chapter 4 Pricing and Designing Products aligned with Risk Appetite for Sustainable Financial Structured Products Chapter 5 Hedging Risks aligned with Risk Appetite for Sustainable Financial Products References