The paper aims to reconstruct the empirical premia of the structured products with two underlying assets. We apply various models that differ in probability dis

This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option pr

This book is essential in understanding, investing and risk managing the holy grail of investments - structured products. The book begins by introducing structu

The COVID-19 pandemic has adversely affected the supply chains of all sectors of business worldwide. The pandemic has made it evident that by managing supply ch

What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All a