Yes, how do one replicate such CMS range note? Did I get it right? Pls advise , thanks!!

yup, that's what i meant, how do i structure this product?It seems to be made up of :1) CMS swap involving 2y and 30y rates, tenor=15y2) CMS bermudan swaption, tenor = 15y3) Digital cms spread put options with strike K=0.Am i correct? Or did i leave out something?Pls help, thanks a lot!

<t>Hi there, I am trying to figure out the components of this CMS note, appreciate your kind advice. See description below:USD 15Y NC3M 30-2 CMS Spread NoteDeal Rationale These 15 year USD-denominated Notes (the “Notes”) may be a suitable investment for an investor whobelieves that the differential ...

hi, can you explain why?

<t>hi, does anyone know the anwser for this ? thanks!A mythical city contains 100,000 couples but no children. Each family wishesto "continue the female line" but they do not wish to over-populate. So eachfamily has one baby per annum until the arrival of the first girl. Forexample, if (at some futu...

Hi all, I was wondering if the Associate Program in UBS Wealth Management will offer opportunities for one to learn how to structure products and further one's career as a structurer?Appreciate any advice, thanks a lot in advance!

<t>Hi all, I am looking for a test that will tell me whether a hedge fund return has a linear relationship with market index return. I am working with return data series from 100 over hedge funds and comparing them with Morgan Stanley family of indices. Is there any MATLAB functions that do this? An...

Hi, anyone got a soft copy for this?Boyle & Lau (1994) Bumping against the barrier with binomial methodThanks for your help and pls send to my email : justin_c_wong@yahoo.com

Hi all, does anyone have a soft copy of this paper?Rubinstein M. and E. Reiner, 1991, Breaking Down the Barriers, RiskCan you send to my email : justin_c_wong@yahoo.comMany thanks!!!

<t>Hi all, anybody knows who is most likely to be the 2004 prize winner? Make a guess or vote for your favorite financial engineer!!Past Winners of the SunGard/IAFE Financial Engineer of the Year Award (and Affiliation) 1993 Dr. Robert Merton- Harvard1994 Dr. Fischer Black (deceased)1995 Dr. Mark Ru...

<t>Hi all,I was recently at a interview with one of the top I-banks, got this question which I am clueless. What is a good answer? Thanks for sharing...Question: How would you feel about selling a stock that you were ethically opposed to or didn't believe in? Okay, now sell me that stock.Please help...

Hi, pls send me the paper, my email : jpyusdeur2008@yahoo.comMany thanks!!!!!!!!!

Hi guys, I am looking for the above paper, do you have it? Can you drop me the soft copy? Much appreciated!!!!!!!!!

how about equity default swaps or swaptions?

We all know DefaultRisk.com is THE website for credit risk modelling.BUT.......Is there a website that is equally successful but deals in options only?? A pure playground for option traders only??Anyone has any clue? Please help.......