<t>Hi A, well the way I see it is that Option is a very general term and usually can mean any kind of option, whether it is over the counter or publically traded. Usually Warrants/Optionsscheine are instruments which are publically traded. Warrants and Optionsscheine (as it is in german) are indeed ...

hi there, are you looking for liquid or illiquid abs/mbs? Because our company is concentrated on illiquid abs/mbs. ValuePrice. Why are you asking?

Wow, maybe it's not as easy as I thought it was.

<r>Dear All, I know this is a very simple question to most of you but still I hope somebody could answer me this tiny question, since my brain is on the verge of exploding!!! <E>;-)</E> I am having trouble to value this Total Return Equity Swap. In detail this is a Equity Swap with a floating leg, t...

Finally someone with a hint. Thank you very very much for this outrun. I will look it up but I think it's the right one. There's not much literature for this. But maybe in some books. Thanks again!

No one? Is that matter really so hard? No wonder I don't know how to do these Any hint?

Or does anybody know how to call these instruments so I can search for some papers on this matter? Thank you!

Hi Fabio,thank you very much for your answer. Have you any idea what kind of monte carlo simulation I should run? My idea is to just use a Geometric Brownian Motion for the index and then simulate the index accordingly. After that I could write an algorithm for the days. Kind RegardsM

<t>Hello @ All,I am currently trying to value products which depend on days. This means I have a note which is linked to an index for example and at the end pays a certain redemption amount. This redemption amount is of course dependent on the notional and a days-factor. I therefore have to count th...

<t> Hi everybody, I recently found certificates that were based on indexed like the DJGT or the DAX. They looked pretty straight forward at the beginning but the more and more I look into these things, the more complicated they get. And the worse my results are. The strange thing about these things ...

<t>Hi everybody, I recently found certificates that were based on indexed like the DJGT or the DAX. They looked pretty straight forward at the beginning but the more and more I look into these things, the more complicated they get. And the worse my results are. The strange thing about these things a...

Thank you very much everybody for your answers!

Well the purpose of my calculation is just for pricing. And up until now I don't have any other alternatives except geometric brownian motion simulation.thanks for your reply!!!

Ah okay thanks Blazes,I'll check that.Do you have any suggestions regarding the model?Do you find that appropriate?

<t>Hi gjlipman, thank you very much for your answer. Well the problem that I have is that for example I simulate the DAX over a period of 5 years and the final results are in the 8000 points. Well, even though, DAX has reached 7000 points now, I think its not very reasonable to believe that it will ...