Analyzing and hedging structured products with Interactive Deformable Computer Graphics
Michael Mahlknecht, Konstantin Oppl · Journal of financial transformation · 2009
In this article, Michael Mahlknecht and Konstantin Oppl present an innovative graphical analysis method, which enables to achieve a visualization of hidden risks in complex structured products, to perform real-time graphical dynamic hedging, to graphically calibrate volatility and correlation surfaces, and to set efficient limits for risk management.