Relatore:
Luigi Cefis e Diego Giovannini
- Centro Studi Intesa Sanpaolo
lunedì 25 novembre 2013
alle ore
14.00
Il seminario sarà tenuto nell' Aula Multimediale M
Derivative Pricing and Risk Management:
· Market Risk Governance:
o Principles for managing market risk
o Communication and management reporting
o Risk measures and Market Risk Internal Model
· Fair Value Policy:
o Structure and fair value hierarchy
o Independent Model Validation
· Case Study: Structured Equity Derivatives
o Pricing Models
o Risk Analysis and Hedging
