Hi all,Does anyone have Vladimir's presentation at Risk Quant conference in July 2006? best,

Hi,Does anyone have 'Stochastic volatility for hybrids' slides presented by P. Balland at World Business Strategies workshop on hybrids in 2005 thanks,

<r>QuoteOriginally posted by: probablyBS is a start (assuming you mean using BS for the vol itself not the stock).Any Asian pricer will then give you an option price.Another obvious way to go is calibrate Heston/HestonLocalVol/etc and price it that way.I've also tried a bit in the context of options...

<t>QuoteOriginally posted by: JQuoteOriginally posted by: ValSorry to interfere in you private conversation...But, cancellable is just an option which gives you the right to cancel the underlying of the deal.Which means that is nothing but an option/bermudan to enter in an underlying with oposite si...

Sorry to interfere in you private conversation...But, cancellable is just an option which gives you the right to cancel the underlying of the deal.Which means that is nothing but an option/bermudan to enter in an underlying with oposite signs which cancel it...Hope it helps,

QuoteOriginally posted by: Collector>BS would be a jokeYou can get quite far with a good joke, if you understand the humor ... and pay for the consequences.... ?!

<t>QuoteOriginally posted by: quantstudent19QuoteOriginally posted by: ValDefinitley,1) weekly& strong CMS linked path dependent callable structures .......2) hybrid FX/Credit...what are hybrids FX/ credit? any example?Take a look at Structured Products and Hybrid Securities (Frontiers in Financ...

QuoteOriginally posted by: WildbillpravilnaWhat do you mean? Or u just said Yes.

Thanks guys.Best,

QuoteOriginally posted by: Martingale (I am not working for them)http://www.intex.com/Really ? Just took a look and didn't find any tips..Best,

Probably you will find some insights ondbquant site

QuoteOriginally posted by: SqualHi all,Does someone know how to price a CDO^2 with a base correl ?Look hereCD0^2 pricingOtherwise MC.Hope it helps,

Do you have any docs of one of them?And Many thanks

QuoteOriginally posted by: MartingaleLike Intex?Might be.Don't know much about it

How do you manage the valuation of path-dependent products ?Say valuation date is t_iPayoff=S(t_0,t_1, t_i,..) ?Best,