Andrei N. Soklakov. Learning, investments and derivatives
Submitted on: May 15, 2012, 16:39:53
Social Sciences / Economics / Financial
Description: The recent crisis and the following flight to simplicity put most derivative businesses around the world under considerable pressure. We argue that the traditional modeling techniques must be extended to include product design. We propose a quantitative framework for creating products which meet the challenge of being optimal from the investors point of view while remaining relatively simple and transparent.
The abstract of this article has been published in the "Intellectual Archive Bulletin" , May 2012, ISSN 1929-1329.
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