Hi, sorry for being so long....the book's data:"Structured Products"by Roberto Knop Hardcover: 202 pages ; Dimensions (in inches): 0.68 x 9.24 x 6.40 Publisher: John Wiley & Sons; 1 edition (February 14, 2002) ISBN: 0471486477 Hope this helps...

<t>Hi,I don't see your point.When you say "but a better estimate at 1999-end is a wted avg : 7.00*.99^3+7.50*.99^2+8.00*.99 +9.00a still better would be a GARCH model" Text, I am at see. If you enlighten us with the possible use of what you try to achieve- (what the desired statistics is going to be...

Oh fuck,I put "regards" like if I still were talking to my risk manager....Thks.

Hi,Stefanone. I am greatly interested in your phd thesis. Pls send it, or attach it to the web.By the way, the book from Knopp -a spanish guy- is great: not too advanced, but clear and pedagogical. An ideal complement to more quantie books.Regards.

Yes, definitely better.

Hi,would be nice to see a simple example in a Excel for ex..Thanks.

<t>Hi Kente,(1) if you already really know how to make money -with exotic stuff indeed- you don't need to go back to school, my boy! (2) don't say around -at least in real interviews- that with less than 1 yr experience you traded exotic stuff! either you were in an insignificant place or you were j...

Hi, I mostly agree with you.

Just have a great respect for you !

Wrong again: I just have a great respect for you.Seems curious for a trader no to tolerate too much kiding or criticism...you remind me french traders....

Hi,so you said you traded otc and listed options for a year.Where ?What kind of underlgs?How do you expect to make money?FDAX Hunter:by the way, as often you are wrong, you know traders -even good- who earn less than stup... brokers.

What do you mean by "more liquid instruments"? a different underlying?

Hi,I disagree -this is the 1st time!- with FDAX. Of course the price is slightly modified. All good pricers incorporates sucha feature.... It has just to do with discounting the payoff....Regards.

Hi,despite many misleading claims, there are some risks and the coupon in a worst-casescenario could be very low for a relatively long period.Check out also the issue on replicating options and the 1987 crash (Leland and others....)Regards.

<t>Hi,(1) What really is in this quoted by a french equity deriv. powerhouse ?(2) How do they price and hedge it really?(3) Is it a good trade ?The product is a potential 5 yrs note on a 20 blue chips stocks:At 3rd year (i=3), we look for the 5 worst performers and form an arithmetic equally weighte...