Designing Structured Finance Instruments

Entry requirements: Basic understanding of concepts: financial market, investments, strategies, supply and demand, micro- and macroeconomic factors and indicators, profitability, liquidity, predicting, risks.

Credits: 4

Course: Elective

Language of the course: Russian


Irina Shashina


Students will learn:

  • To implement methods of designing structured products
  • To master comparative analysis of structured products offered by key financial market players
  • To analyze the dynamics of structured product profitability and risks
  • To predict key indicators of structured products (profitability, liquidity)
  • To use structured products for risk hedging
  • To provide analytical report on the efficiency of application and possibilities of development of structured products


Course covers key development trends of structured products and methods of financial engineering; main sources of information on structured products; factors that impact the profitability of structured products.

The course is divided in two big sections:

– Prospects and possibilities of structured product development: Definition and role of structured products. Development stages and prospects of financial engineering. Investment products.

– Types of structured products


Lectures and practice sessions


Attendance is mandatory. Students should complete all the assignments. The final grade is based on the student performance throughout the course.