Hi Does anyone have Merrill's paper forsingle tranche synthetic CDO's .Thanks in advance

are u trying to implement Importance sampling Method for Large portfolio copula pricing?

Rebonato's web domain has moved to :www.quarchome.comHope that helps

Hi Does anyone have Merrill's rpaper about single tranche synthetic CDO's .Thanks in advance

Hi Does anyone have Merrill's rpaper about single tranche synthetic CDO's .would you mind posting it?Thanks in advance

is it a london based job?

the position is based in london?

HH nead to collect more CV's in order to have a good diversified data base of CV's. because the business of a HH is to find the <<right>> profile to present to client (meeting client demands)... Question: If you'are not a HH, so what's your Job then?

Hi,I would like to simulate CMS 10Y and CMS 2Y in order to price a Volatility Bond, and i'm not sure that i can suppose that the two rates have a lognormal distribution.is'it true?

thanks man,but it is for Which bank?my_email: bancoup_xc@yahoo.fr

Dupire, Bruno (1993): Pricing and hedging with smiles. Reech research paper. Paper 1

Hi,I'd like to price a corridor option with this pay off:(CMS10Y-CMS2Y)*Dcf if CMS10Y>CMS2Yhow to price it?thanks for your help

Hi,I can't give an answer to your question about CommerzBank. but for the second part of your question, i invite you to read this:linkhope that help

see the file attached.hope this help you

The reason of using unsigned and not int is : memory allocation (unsigned are more economic in terme of memory).hope that helps