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Why Quantitative Structuring?

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  • Andrei N. Soklakov

Abstract

Quality-designed consumer products are easy to recognize. Wouldn't it be great if the quality of financial products became just as apparent? This paper is addressed to financial practitioners. It provides an informal introduction to Quantitative Structuring -- a technology of manufacturing quality financial products (information derivatives). The presentation is arranged in three parts: the main text assumes no prior knowledge of the topic; important detailed discussions are arranged as a set of appendices; finally, a list of references provides further details including applications beyond product design: from model risk to economics and statistics.

Suggested Citation

  • Andrei N. Soklakov, 2015. "Why Quantitative Structuring?," Papers 1507.07219, arXiv.org, revised Sep 2020.
    • Handle: RePEc:arx:papers:1507.07219
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    File URL: http://arxiv.org/pdf/1507.07219
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    References listed on IDEAS

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    1. Paul A. Samuelson, 2011. "Why We Should Not Make Mean Log of Wealth Big Though Years to Act Are Long," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 34, pages 491-493, World Scientific Publishing Co. Pte. Ltd..
    2. Andrei N. Soklakov, 2015. "One trade at a time -- unraveling the Equity Premium Puzzle," Papers 1507.07214, arXiv.org, revised Aug 2020.
    3. Andrei N. Soklakov, 2015. "Model Risk Analysis via Investment Structuring," Papers 1507.07216, arXiv.org, revised Jul 2015.
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    Cited by:

    1. Andrei N. Soklakov, 2015. "Model Risk Analysis via Investment Structuring," Papers 1507.07216, arXiv.org, revised Jul 2015.

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