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Search found 24 matches

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by zvicha
September 5th, 2008, 11:09 am
Forum: General Forum
Topic: Structured products and their vol and skew sensitivies
Replies: 32
Views: 69798

Structured products and their vol and skew sensitivies

I'd love to have the copy as well: labalel@yahoo.comMany thanks.
by zvicha
July 24th, 2007, 7:07 am
Forum: General Forum
Topic: DPC (Derivative Products Company)
Replies: 0
Views: 68104

DPC (Derivative Products Company)

<r>I would appreciate a lot your feedback on DPC (Derivative Products Company. Like Salomon Swapco or Goldman Sachs Mitsui Marine Derivative Products). Namely: 1. Why is the DPC structure economically feasible for a sponsor bank? I understand that DPC has a higher credit rating (following from this ...
by zvicha
July 16th, 2007, 10:23 am
Forum: Book And Research Paper Forum
Topic: Firm value model by SG
Replies: 0
Views: 68919

Firm value model by SG

<r>I would appreciate it a lot, if someone could upload here SG's publications from November 2001, “Some applications of a firm value model”, and September 2002, “Firm models and trading strategies" or alternatively sends on <EMAIL email="zvicha@yahoo.com">zvicha@yahoo.com</EMAIL>. Thanks a lot for ...
by zvicha
March 6th, 2007, 9:09 am
Forum: General Forum
Topic: High Yield valuations
Replies: 3
Views: 141688

High Yield valuations

Are you talking on debt or equity??
by zvicha
March 5th, 2007, 10:26 am
Forum: Book And Research Paper Forum
Topic: CDS Trading Literature?
Replies: 9
Views: 87809

CDS Trading Literature?

Thanks for sharing.
by zvicha
January 22nd, 2007, 1:36 pm
Forum: Book And Research Paper Forum
Topic: S&P's syndicated loan primer
Replies: 0
Views: 81417

S&P's syndicated loan primer

Does anyone have S&P's syndicated loan primer to upload it here or forward at zvicha@yahoo.com. Many thanks in advance.
by zvicha
September 25th, 2006, 11:16 am
Forum: Book And Research Paper Forum
Topic: F.I.A.S.C.O.
Replies: 5
Views: 92675

F.I.A.S.C.O.

Agree... though would be nice to see updated FIASCO
by zvicha
September 4th, 2006, 6:45 am
Forum: General Forum
Topic: Papers about Credit Derivatives
Replies: 27
Views: 104919

Papers about Credit Derivatives

Dear Sputnik, Can I have the papers?zvicha@gmail.comThanks in advance
by zvicha
August 25th, 2006, 7:20 pm
Forum: General Forum
Topic: Paper on CB
Replies: 2
Views: 94901

Paper on CB

There is a good reference: DB "Convertible Securities, An Investor Guide", 2001. I don't have though online version of it.
by zvicha
August 4th, 2006, 5:38 pm
Forum: Book And Research Paper Forum
Topic: Good books in Project Finance
Replies: 7
Views: 97173

Good books in Project Finance

"Principles of Project Finance" E.R.Yescombe is pretty much good (though no emphasis of energy sector).
by zvicha
February 27th, 2006, 9:17 am
Forum: Technical Forum
Topic: Merrill Lynch Credit Derivatives Research papers
Replies: 16
Views: 124929

Merrill Lynch Credit Derivatives Research papers

Hello ChiaraPls send the paper. Thanks.zvicha@gmail.com
by zvicha
February 17th, 2006, 1:21 pm
Forum: Student Forum
Topic: Mutual Fund Geographical Limitation
Replies: 2
Views: 118144

Mutual Fund Geographical Limitation

I'm wondering why mutual fund should have the geographical limitations? Many US funds are not tradable outside US, Others outside Europe. Why? And from where do these limitations come? Is there any US mutual fund which is tradable in emerging market (say Ukraine)?
by zvicha
February 4th, 2006, 5:32 pm
Forum: Technical Forum
Topic: CDS Tranche Trading
Replies: 10
Views: 123064

CDS Tranche Trading

Hi ragothbaPls forward me the copy toozvicha@gmail.comThank you.
by zvicha
January 10th, 2006, 2:44 pm
Forum: Student Forum
Topic: Fees for rating agencies
Replies: 0
Views: 123261

Fees for rating agencies

How much is the average fees for rating agencies involving in CDO transaction? Say $100 million of debt portfolio. What is the basis for the fee actually?
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