services

Structured Products Consulting Services

I offer consulting services and education services regarding financial derivatives, exotic options and structured products. I may be able to help if:

you want to understand the payoff of the main structured products likes Autocallable Barrier Reverse Convertible, Barrier Reverse Convertibles, Capital Protected Notes, Capital Guaranteed Notes, Credit Linked Notes.

you want to understand the market risks of those structured products beyond what the marketing material may tell you.

you want to understand the market risks of those structured products, how they are hedged out by traders and how it can infer on and even distort market parameters like dividends, correlations or volatility surfaces.

Education and Training on Derivatives and Structured Products

I have given conferences for the CFA institute of Switzerland, to the Structured Retail Products conference and to numerous universities. Some themes covered were “Trading volatility”, “Structured Products demystified”, “Decrement Indices” etc.