Ignatiuk A.S.St. Petersburg State University of Economics, St. Petersburg, Russian Federation ai@energ.ru
The article points out that the industry's rapid growth of structured investment products has necessitated development of methodical provisions for financial engineering. The author discusses a generic algorithm which is comprehensive guidance for understanding the entire cycle of works on creation of new structured investment products. In addition, this algorithm generalizes the empirical methodology for structuring of assets and gives them a scientific rationale.