see attachement

Hi,Could you please send me a copy of the guide.My email boncoup_xcc@yahoo.frthank you in advance

Hi K,could you please email me the article at boncoup_xc@yahoo.frThanks a lot.

try to test who the model behave in the extrem cases of correlation and spreads. for exemple theses cases:1- High correlation with flat spreads.2- High correlation with low spreads3- High correlation + high spreads...results for theses cases can be easly explained...

<t>Hi,assume we have to price this payoff with terminal value : Max( Max( Sa,Sb)-Strike,0).the question is: Intuitivly How the skew will impact the price of this option in the following cases ?case 1 : Skew of the asset Sa increases and the skew of the asset Sb will stays the same.case 2 : Skew of t...

<t>Could anyone here explain to me why the seller of this structure is Short Skew? and how can a trader hedge this structure?Thanks in advance.Autocallable (Single Index):On each anniversary date, if an upside barrier is breached, redemption = 100%+ Coupon. Othewise indexation on a vanilla call at m...

<t>Did anyone knows what is the efficient way to correctly price CMS TARN? and did anyone knows where I can find these articles ?Mourad Berrahoui: Pricing CMS Spread Options and Digital CMS Spread Options with SmileBernd Appasamy, Stefan Hengstmann, Georg Stapper and Egbert Schark: Pricing CMS Sprea...

<t>Did anyone knows what is the efficient way to correctly price CMS TARN? and did anyone knows where I can find these articles ?Mourad Berrahoui: Pricing CMS Spread Options and Digital CMS Spread Options with SmileBernd Appasamy, Stefan Hengstmann, Georg Stapper and Egbert Schark: Pricing CMS Sprea...

any help

<t>I have implemented and calibrated Heston model to option prices and at the moment I try to address the issue of hedging an equity option under stochastic dynamic of volatility. So I would like to know whether did anyone know how to build a hedging strategy for an option in the case of stochastic ...