Exotics
More on Risk Analysis of Multi-Asset Options
Risk Analysis of Multi-asset options
Exotic Option Strategies for the current market
Worst of Up and Out Put Option – Vega Risk and the
Correlation Skew
Worst of Up and Out Put Option – Need for such a Structure
and its Risk Management
Installment Call Warrants on Hang Seng Index
Hybrid Conditional Trigger Notes - A product for the bear
market
Perpetual Capped Call Note (American style) with no maturity
Volatility linked FX Product for Institutional Customers
Pay Later Option - A very simple Structured Product
Decomposition of Structured Product through Pay-Off
Diagrams
Dynamics of Long Dated FX Products - Power Reverse
Dual Currency Notes
Power Reverse Dual Currency (PRDC) Structures - Are they
Hybrids?
Is Swaption an Exchange Option?
Exchange Option - An Interesting Payoff
Exchange Option - Impact of Correlation
Complex Issues in Equity Knock-In Structures
Pricing of vanilla Power Reverse Dual Currency (PRDC) Swaps
Structuring a Yen Indexed Note-For Suckers only!
Shouting at Nikkei225 Index-An American in Disguise
Structuring a Floating Rate Note - Financial Engineering 101
A Gold Cliquet-Pricing with the Term Structure of Volatility
Trading Range Warrants on BSE Sensex 30*
Puttable-Callable Reset Bonds – A Quack Deal
The Dollar-Yen Reverse Knock-in Options
Quanto Capped Range Accrual Swap
USD/JPY KO Installment-Premium Option
Capital-protected Full Participation Notes – Active Leverage
Strategy
LIBOR in Arrears Swap – Again?
Modelling Capital Guaranteed Notes on Hang Seng Index
