The relationship between underlying assets can have a significant impact on the pricing and risk profile of structured products.
This article examines the role of correlations and the implications of different modelling assumptions. This article delves into nuances of correlation within multi-underlying structured products, offering key behavioral insights In the progressively sophisticated world of structured products, where payoffs are engineered to align with investor needs across diverse market conditions, multi-underlying strategies play a pivotal role. These structured products derive their value and performanc