{"id":16560,"date":"2025-11-04T18:18:07","date_gmt":"2025-11-04T18:18:07","guid":{"rendered":"https:\/\/www.simtrade.fr\/blog_simtrade\/?p=16560"},"modified":"2025-11-04T18:23:24","modified_gmt":"2025-11-04T18:23:24","slug":"book-slah-boughattas-state-art-structured-products","status":"publish","type":"post","link":"https:\/\/www.simtrade.fr\/blog_simtrade\/book-slah-boughattas-state-art-structured-products\/","title":{"rendered":"Book by Slah Boughattas: State of the Art in Structured Products"},"content":{"rendered":"\n\n\"Slah\n<\/a>\n\n

In this post, Slah BOUGHATTAS<\/a> (Ph.D., Associate of the Chartered Institute for Securities & Investment (CISI), London) provides an extract from the book ‘State of the Art in Structured Products: Fundamentals, Designing, Pricing, and Hedging’ (2022).<\/p>\n\n

This post presents pedagogical philosophy, structure, and target audience, including graduate students in finance, university professors, and practitioners in derivatives and structured products.<\/p>\n\n

State of the Art in Structured Products: Fundamentals, Designing, Pricing, and Hedging
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\nSource: the company.<\/p>\n\n

Summary of the book<\/h2>\n\n

The book aims to provide both the theoretical background and the practical applications of structured products in modern financial markets. It systematically explores the fundamentals of derivatives, equity and interest rate markets, stochastic calculus, Monte Carlo simulations, Constant Proportion Portfolio Insurance (CPPI), risk management, and the financial engineering processes involved in designing, pricing, and hedging structured products.<\/p>\n\n

Financial concepts related to the book<\/h2>\n\n

Structured Products, Derivatives, Options, Swaps, Structured Notes, Bonus certificates, Constant Proportion Portfolio Insurance (CPPI), Monte Carlo Simulation, Fixed Income, Floating Rate-Note (FRN), Reverse FRN, CMS-Linked Notes, Callable Bond, Financial Engineering, Risk Management, Pricing, and Hedging.<\/p>\n\n

Context and Motivation<\/h2>\n\n

The financial engineering of structured products remains one of the most sophisticated domains of quantitative finance. While the literature on derivatives pricing is vast, comprehensive references specifically dedicated to the end-to-end process of structured product creation \u2014 designing, pricing, and hedging \u2014 remain scarce.<\/p>\n\n

State of the Art in Structured Products bridges this gap. The work is structured to serve both as a teaching manual and a professional reference, progressively building from fundamental principles to advanced practical implementations.<\/p>\n\n

Structure of the Book<\/h2>\n\n