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by tokiral
May 17th, 2006, 10:20 am
Forum: General Forum
Topic: credit rates: fixed or floating
Replies: 1
Views: 105177

credit rates: fixed or floating

does anyone have an experience to price a credit with a maturity of 10 yrs like the following?libor + X*libor (eg: 5,37 + 0,12 * 5,37 = 6)instead of a fixed spreadLibor + spread (eg: 5,37 + 0,63 = 6) any comments?
by tokiral
May 17th, 2006, 9:48 am
Forum: General Forum
Topic: Energy Projects
Replies: 5
Views: 106275

Energy Projects

why are you asking?I know some of them (in Europe) but request you to be more specific.pls pm for details
by tokiral
May 2nd, 2006, 11:40 am
Forum: General Forum
Topic: Power Plant Project Finance
Replies: 5
Views: 108207

Power Plant Project Finance

<t>Well to be specific: we prefer to have EBITDA but of course decision depends on "many" items, ie: if it's a privatization finance, in which case you have the chance to look at previous balance sheets & income statements etc, its also better to look at "tax" items to have certain what if scena...
by tokiral
April 13th, 2006, 11:01 am
Forum: Technical Forum
Topic: volatility surface, risk reversal, butterfly
Replies: 49
Views: 158028

volatility surface, risk reversal, butterfly

dear tgulcicek,send a pm to me
by tokiral
March 15th, 2006, 9:15 am
Forum: General Forum
Topic: global risk percetion
Replies: 0
Views: 114518

global risk percetion

if I want to have an index of it, any comments on what to include? what to exlude?
by tokiral
March 13th, 2006, 6:56 am
Forum: Trading Forum
Topic: Refco, League Traders, etc...
Replies: 9
Views: 117940

Refco, League Traders, etc...

isn't life a gamble? with every position that you take and every position you don't...who knows what the f.cking "career" will bring us in the future? except speculation, these platforms may also be used for hedging purposes.
by tokiral
February 23rd, 2006, 2:33 pm
Forum: General Forum
Topic: Kazak-issue:pricing bond with maturity"infinity"
Replies: 3
Views: 117937

Kazak-issue:pricing bond with maturity"infinity"

it is non-callable for the first 10 yearsthnx for answer
by tokiral
February 22nd, 2006, 6:36 am
Forum: General Forum
Topic: Kazak-issue:pricing bond with maturity"infinity"
Replies: 3
Views: 117937

Kazak-issue:pricing bond with maturity"infinity"

How to price such a bond? as t goes to infinity, is it enough just to take a "limit" for such a bond?
by tokiral
December 14th, 2005, 9:19 am
Forum: Technical Forum
Topic: Two commodities priced in different currencies
Replies: 5
Views: 128206

Two commodities priced in different currencies

in real world, are there any guys using such formulas for commodity trading??? seems so many points missing...
by tokiral
December 14th, 2005, 9:16 am
Forum: Technical Forum
Topic: Pricing of libor exotics
Replies: 39
Views: 185647

Pricing of libor exotics

by tokiral
December 14th, 2005, 9:00 am
Forum: General Forum
Topic: Syndicated Loans/Bank Loans
Replies: 4
Views: 127348

Syndicated Loans/Bank Loans

<t>If I didnt misunderstand your questions:1. jomni is right2. seniority in terms of law? it may depend on the codes, but I believe that loans may generally seem to be senior.3. I dont have any experience with rating agencies, but, I think it will depend on the terms of the loan (esp. for syndicated...
by tokiral
September 12th, 2005, 4:41 am
Forum: General Forum
Topic: hedge fund positions-Neftci
Replies: 11
Views: 138180

hedge fund positions-Neftci

In an article Neftci said that,HF's are :long:Nikkei, options,short interest rates, 10y&30y Tres, oil, gold, CHF, JPYshort: SP500, Nasdaqneutral: USD, Eur, GBPquestion: How can one obtain positions of HF's in certain markets? how to differ them?any idea? resource?
by tokiral
August 31st, 2005, 5:17 am
Forum: General Forum
Topic: Freight derivatives
Replies: 5
Views: 137895

Freight derivatives

Hi ytfloyd,I'll be glad if you provide/discuss your results/findings.I'm also interested in freight and commodity markets.Tolgatokiral@mailcity.com
by tokiral
August 17th, 2005, 2:51 pm
Forum: General Forum
Topic: interest rate pricing for revolving credit
Replies: 0
Views: 138383

interest rate pricing for revolving credit

My customer wants me to fix interest rate for his credit for the next 1 year.but, he wants his credit to be revolving, i mean he can use credit up to his limit, for more than once (but for just 1 year)any idea how to price this credit? or hedge it?
by tokiral
August 9th, 2005, 5:40 am
Forum: General Forum
Topic: Inflation Derivatives A user's Guide
Replies: 26
Views: 149891

Inflation Derivatives A user's Guide

May I have a copy pls?
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