what is TTIB for CMO??

<t>Could anyone tell me how to hedge and price the following notethe note with following featuresunderlying: eurusdtenor: 2yrsthe note can early redeem as followings1st year end if eurusd fixing > 95% of initial spot the note early redeem at 108%2nd year end if eurusd fixing > 95% of initial spot th...

<t>how to calculate the forward delta of vanilla option??and for a structure which combined from a strip of vanilla option....for example...buy eur c usd p k=1.3000 with every monthly fixing and delivery for 12 monthscan this structure forward hedge with a EURUSD 6 mths forward and how to calculate ...

I just think of this is a series of KO forward in which u buy from d1 to dmatu buy call at 93 ko=105 for 500 sharessell put at 93 ko=105... for 500 sharesall settle at maturity??do u agree?n would anyone suggest how to price it?

i saw it from Bloomberg.... one of the pricing model other than black-scholes and heston for pricing barrier options...can anyone explain what's that??

what is vanna-volga method??

HiHi,Do anyone know any paper/book with the pricing formula for one touch and no touch options?

can anyone tell how to calculate the greeks for Double no touch option.... especially delta, vega, theta and gamma ps tks alot...

"Simple analytic solutions exist for these that take into account vol and interest rates to each "fixing" "can u tell how to do that?n any paper about it?

yes... i think it is also called fade in/out option....well , whe n pricing it (for daily fixing one) do we need to build the whole vol surface for each day??? or what vol should we use?

how to price a fader option??and is there any paper about this type of option??tks for your info provided..

so.... it will be very quite for interest rate structured products market in next year??

what is the popular interest rate structured products recently???? still range accrual...??can u guys give me some idea tks for your help

why do the short dates vols is higher than long dates vols signals risk averse market?why do the long dates vols is higher than short dates vols signals risk seeking market?

<t>tks for your information....i just have a look of the websit of iTraxx...... and it agreed to launch a credit derivative product with Eurex in the end of this year....do anyone what it will be??in addtion, for credit spread products.....in the OTC market... normally...how they agree to calculate ...