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Search found 20 matches

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by omniaz
April 24th, 2007, 3:20 am
Forum: General Forum
Topic: CDS VS stock vol relationship?
Replies: 3
Views: 73445

CDS VS stock vol relationship?

many thank.. really appreciate your help..
by omniaz
April 24th, 2007, 1:42 am
Forum: General Forum
Topic: CDS VS stock vol relationship?
Replies: 3
Views: 73445

CDS VS stock vol relationship?

hi, any one could help advise on the relationship between CDS & Stock Volatility?many thanks.mate
by omniaz
March 16th, 2007, 8:34 am
Forum: General Forum
Topic: THB CCS vs ND-IRS implied rate?
Replies: 4
Views: 81268

THB CCS vs ND-IRS implied rate?

thanks...
by omniaz
March 13th, 2007, 2:08 am
Forum: General Forum
Topic: THB CCS vs ND-IRS implied rate?
Replies: 4
Views: 81268

THB CCS vs ND-IRS implied rate?

hello, guysI find that the implied rate from THB Offshore Cross Currency Swap vs THB Offshore Interest Rate Swap are quite different?Anyone can help advise on the reason behind?Appreciate your help
by omniaz
January 18th, 2007, 11:08 am
Forum: General Forum
Topic: Trader Vs Quant Analyst
Replies: 4
Views: 84631

Trader Vs Quant Analyst

hi, i think the answer depends on what you want to do,what kind of life style suit you..etcmost important your personality.
by omniaz
January 18th, 2007, 1:05 am
Forum: General Forum
Topic: why skew has boundary
Replies: 0
Views: 81598

why skew has boundary

hi, guys,do you know why skew for equity has boundary? any idea if we can explain via volatility model?cheers
by omniaz
January 19th, 2006, 4:32 pm
Forum: Technical Forum
Topic: Autocallable Structures
Replies: 9
Views: 143239

Autocallable Structures

<t>hi, erstwhile,just a quick question, for the normal autocallablestructure, the structure itself should be long the correlationof equity and interest rate.is this because if the structure get called early,the seller lose money on the increase of interest rate also???or some other reason???thanks a...
by omniaz
January 19th, 2006, 4:32 pm
Forum: Technical Forum
Topic: Autocallable Structures
Replies: 9
Views: 143239

Autocallable Structures

<t>hi, erstwhile,just a quick question, for the normal autocallablestructure, the structure itself should be long the correlationof equity and interest rate.is this because if the structure get called early,the seller lose money on the increase of interest rate also???or some other reason???thanks a...
by omniaz
December 20th, 2005, 5:27 pm
Forum: Technical Forum
Topic: Starting an Equity Derivative Structuring Team
Replies: 3
Views: 132635

Starting an Equity Derivative Structuring Team

hi, i currently work at a structurer... would you like to discuss further ?please wrtie thanks
by omniaz
October 31st, 2005, 9:26 am
Forum: General Forum
Topic: cliquet hedging
Replies: 8
Views: 135350

cliquet hedging

thanks
by omniaz
October 23rd, 2005, 2:12 pm
Forum: General Forum
Topic: skew
Replies: 2
Views: 133252

skew

i mean the vol skew...is that because nky has been decreased in spot for many years?can somebody pls advise?
by omniaz
October 23rd, 2005, 2:10 pm
Forum: General Forum
Topic: cliquet hedging
Replies: 8
Views: 135350

cliquet hedging

Can any tell me some thing abt the hedging of cliquet.?.. I searched the post about cliquet , but not much metion to the hedging...Many thanks in advance!
by omniaz
October 19th, 2005, 6:37 pm
Forum: General Forum
Topic: basket dispersion
Replies: 2
Views: 133010

basket dispersion

can anybody tell me something about basket dispersion?and how can should we hedge the correlation, volatility etc...thanks
by omniaz
October 19th, 2005, 6:33 pm
Forum: General Forum
Topic: CPPI - Gap Risk
Replies: 6
Views: 143877

CPPI - Gap Risk

for the hedging of cppi, do you think seller should buy short-term otm put & roll out OR just long-term put?many thanks
by omniaz
October 19th, 2005, 6:31 pm
Forum: General Forum
Topic: skew
Replies: 2
Views: 133252

skew

hi, can someone tell me why the Nky skew is much smaller than FTSE? THANKS
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