<t> Hi, does anyone could recommend an article explaining the pricing model to price a COPORATE HYBRID: - bond with perpetual maturity ; - non callable during a certain period of time, callable on every coupon date thereafter ;- fixed coupon until a call date, switches to a floatting rate thereafter...

<t>Hi, does anyone could recommend an article explaining the pricing model to price a COPORATE HYBRID: - bond with perpetual maturity ; - non callable during a certain period of time, callable on every coupon date thereafter ;- fixed coupon until a call date, switches to a floatting rate thereafter ...

I am looking for this paper, it would be great if anyone could tell me how I can find it, Thanks,

Does anyone know where could I find the following paper: Index Variance Arbitrage: Arbitraging Componbent Correlation, BNP Paribas, 2004 N. Blanc, Thanks very much !

Hedging CPPI in credit: First thought about nth to default but it appears to be an expensive hedge.. Any other ideas of hedging CPPI ?Thx,