How to check your price
Clive Davidson reviews the latest generation of pricing and trade-processing systems designed to cope with the increasing demands of the structured products business
In the world of structured products, innovation is the name of the game. But while creative quants seem able to conjure up an endless stream of new configurations, these instruments must be accurately priced, traded, sometimes in volume, and processed through to settlement. In today’s competitive environment, firms can’t wait for IT departments to code the new structures into the firm’s pricing
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