I need to compute the probability of several correlated assets under different numeraire to stay inside a range ( [a1,a2] for asset 1, [b1,b2] for asset 2, ....).What is the best method to compute this (without hard development) probability ? If you have an excel/vba example or papers...

<t>If I'm right, it's an option where the nominal decreases if at some spot fixings is above/below a level.To price it, you have to price for example:- a long position in a call for a nominal of 100, maturity T- a short position in a strip of X call with a european trigger (the level), maturity Ti <...

How we can price this kind of swap, maturity = 3 YearsI pay Libor6M if EUR/USD spot exchange rate (at previous Libor6M fixing date) is below a fixed level .I receive nothing.Thanks for your help, if you have name of papers or a start to price this kind of swap.

I'd like to know the model used to price Hybrid FX/IR product. If someone has some articles on it or some names of book to read.Thanks a lot.

<t>I will give you an example, if the 1Year EUR deposit Rate is 2.14% (360 days), and with the structured deposit you offer 5%.So you have today to make a deposit of (100%+5%)/(1+2.14%) (in order to obtain in 1Year 100% +5%), the difference between this amount and the amount of the deposit (100%) is...

In fact, the customer sell on option to improve the rate of the product. For example, in a EUR/USD product with an initial deposit in EUR, the customer sell a Call EUR Put USD...

I want to construct a smiler with 3 points (ATM, 25 delta RR call and put) ? How with these data, i can compute volatility of volatility and correlation spot/volatility for a simple stochastic volatility process.Thanks