Derivative Pricing and Risk Management

Speaker:  Luigi Cefis e Diego Giovannini - Centro Studi Intesa Sanpaolo
  Monday, November 25, 2013 at 2:00 PM 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

Programme Director
Luca Di Persio

Publication date
November 16, 2013