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

Lecturer

Irina Shashina

Objectives

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

Contents

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

Format

Lectures and practice sessions

Assessment

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