Hi,I could not get hold of them.Do you think you could send them to me?Thanks,K

Ohms...same situation as you....good knowlegde of equity options and Index CDS...however need info on CDS Index Options and also have time frame to work too!....do you have anything on this as yet?...all i can find on the market is info on single name CDS options....K

Hi all,I am trying to compile a VBA/Excel Model for CDS Index Options.Has anyone compiled such a model or have any further literature in addition to the CDS Options papers by Schonbucher and Hull?Many thanks in advance for replies,K

Hi all,I am trying to compile a VBA/Excel Model for CDS Index Options.Has anyone compiled such a model or have any further literature in addition to the CDS Options papers by Schonbucher and Hull?Many thanks in advance for replies,K

hello, i would be gratefull if you could send me this paper too, thanks k

Any ABS experts online?...could you please explain more on terms:'Fixing Value''Fixing Date''Fixing calculation' - What do the terms refer to and how are they calculated?Thanks in advance.