Derivative Pricing and Risk Management

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


Referente
Luca Di Persio

Data pubblicazione
16 novembre 2013

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