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Local Volatility & Heston Model: Master Dissertation By: Nishi Kanta Barnwal PDF

25 Pages·2014·English
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by ['Lameune']| 2014| 25 pages| English

About Local Volatility & Heston Model: Master Dissertation By: Nishi Kanta Barnwal

This document provides an overview of Natixis Asset Management Company and its structured products and shareholder funds department. It discusses the following key points: - Natixis Asset Management is one of Europe's leading asset managers with over 300 billion euros in assets under management. - The structured products and shareholder funds department consists of structuring, shareholder, and portfolio teams. The quantitative team prices derivatives and develops tools like Monte Carlo simulations. - The department designs formula funds for retail investors that provide capital guarantees and appreciation. It also manages funds for institutional investors and employee shareholder funds.

Detailed Information

Author:['Lameune']
Publication Year:2014
Pages:25
Language:English
Format:PDF
Price:FREE
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