OVERVIEW ......................................................................................................................................................... 1 PRODUCT DEFINITION ................................................................................................................................... 1 SAMPLE PRODUCT............................................................................................................................................... 1 MLFI DEFINITION ............................................................................................................................................... 2 SIMULATION ...................................................................................................................................................... 5 SIMULATION OF CONTRACT’S EXECUTION (PERFORMANCE ANALYSIS) ............................................................. 5 SIMULATION OF FUTURE PRICE ........................................................................................................................... 7 SIMULATION AUDIT ............................................................................................................................................ 8 PRICING............................................................................................................................................................... 8 PRICE, GREEKS, PAYOFF DISTRIBUTION ............................................................................................................. 8 SENSITIVITY ANALYSIS ....................................................................................................................................... 9 EVENT PLANNING .......................................................................................................................................... 11 EVENT
OVERVIEW ......................................................................................................................................................... 1 PRODUCT DEFINITION ................................................................................................................................... 1 SAMPLE PRODUCT............................................................................................................................................... 1 MLFI DEFINITION ............................................................................................................................................... 2 SIMULATION ...................................................................................................................................................... 5 SIMULATION OF CONTRACT’S EXECUTION (PERFORMANCE ANALYSIS) ............................................................. 5 SIMULATION OF FUTURE PRICE ........................................................................................................................... 7 SIMULATION AUDIT ............................................................................................................................................ 8 PRICING............................................................................................................................................................... 8 PRICE, GREEKS, PAYOFF DISTRIBUTION ............................................................................................................. 8 SENSITIVITY ANALYSIS ....................................................................................................................................... 9 EVENT PLANNING .......................................................................................................................................... 11 EVENT