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Jan 02, 2010: More on Risk Analysis of Multi-Asset Options |
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Dec 25, 2009: Risk Analysis of Multi-asset options |
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Jun 20, 2009: Exotic Option Strategies for the current market |
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Jun 11, 2009: Worst of Up and Out Put Option – Vega Risk and the Correlation Skew |
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May 29, 2009: Worst of Up and Out Put Option – Need for such a Structure and its Risk Management |
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Apr 24, 2008: Installment Call Warrants on Hang Seng Index |
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Feb 13, 2008: Hybrid Conditional Trigger Notes - A product for the bear market |
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Jan 29, 2008: Perpetual Capped Call Note (American style) with no maturity |
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Jan 13, 2008: Volatility linked FX Product for Institutional Customers |
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Sep 05, 2007: Pay Later Option - A very simple Structured Product |
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Jul 24, 2007: Decomposition of Structured Product through Pay-Off Diagrams |
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Jul 9, 2007: Dynamics of Long Dated FX Products - Power Reverse Dual Currency Notes |
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Jun 4, 2007: Power Reverse Dual Currency (PRDC) Structures - Are they Hybrids? |
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Oct 30, 2006: Is Swaption an Exchange Option? |
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Oct 27, 2006: Exchange Option - An Interesting Payoff |
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Oct 22, 2006: Exchange Option - Impact of Correlation |
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Sep 15, 2006: Complex Issues in Equity Knock-In Structures |
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Aug 17, 2006: Pricing of vanilla Power Reverse Dual Currency (PRDC) Swaps |
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Jun 28, 2006: Structuring a Yen Indexed Note-For Suckers only! |
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Jun 10, 2006: Shouting at Nikkei225 Index-An American in Disguise |
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Jun 09, 2006: Structuring a Floating Rate Note - Financial Engineering 101 |
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May 21, 2006: A Gold Cliquet-Pricing with the Term Structure of Volatility |
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Apr 24, 2006: An Overview of Barrier Options |
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Mar22, 2006: Trading Range Warrants on BSE Sensex 30* |
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Dec 19, 2005: Pricing a Bull and Bear Note |
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Dec 06, 2005: USD Ten Asset Basket |
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Sep 23, 2005: Puttable-Callable Reset Bonds – A Quack Deal |
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Aug 31, 2005: The Range Box Product |
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Jul 13, 2005: The Dollar-Yen Reverse Knock-in Options |
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May 31, 2005: Matched Funding |
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May 20, 2005: Quanto Tip Top Swap |
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May 11, 2005: Quanto Capped Range Accrual Swap |
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Apr 26, 2005: Australian Dollar Bear Note |
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Apr 18, 2005: USD/JPY KO Installment-Premium Option |
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Mar 24, 2005: Capital-protected Full Participation Notes – Active Leverage Strategy |
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Mar 17, 2005: LIBOR in Arrears Swap – Again? |
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Feb 02, 2005: Modelling Capital Guaranteed Notes on Hang Seng Index |
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Jan 24, 2005: Zero Cost Exotic Structure |
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Jan 18, 2005: Callable Ratchet Range Accrual |
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Jan 12, 2005: Callable Convertible Bond Asset Swap Pricing |
a d v e r t i s e m e n t
