Analyzing and hedging structured products with Interactive Deformable Computer Graphics
In this article, Michael Mahlknecht and Konstantin Oppl present an innovative graphical analysis method, which enables to achieve a visualization of hidden risks in complex structured products, to perform real-time graphical dynamic hedging, to graphically calibrate volatility and correlation surfaces, and to set efficient limits for risk management.
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Volume (Year): 26 (2009)
Issue (Month): ()
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