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by k06
November 16th, 2006, 12:11 pm
Forum: General Forum
Topic: CDS Index Options VBA/Excel Model
Replies: 3
Views: 88772

CDS Index Options VBA/Excel Model

Hi,I could not get hold of them.Do you think you could send them to me?Thanks,K
by k06
November 15th, 2006, 4:46 pm
Forum: General Forum
Topic: CDX Swaption Structure and Risk Management
Replies: 3
Views: 90409

CDX Swaption Structure and Risk Management

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
by k06
November 15th, 2006, 4:31 pm
Forum: Technical Forum
Topic: CDS Index Options
Replies: 6
Views: 89891

CDS Index Options

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
by k06
November 15th, 2006, 4:31 pm
Forum: General Forum
Topic: CDS Index Options VBA/Excel Model
Replies: 3
Views: 88772

CDS Index Options VBA/Excel Model

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
by k06
November 2nd, 2006, 11:38 am
Forum: General Forum
Topic: Jamshidian Paper
Replies: 4
Views: 104924

Jamshidian Paper

hello, i would be gratefull if you could send me this paper too, thanks k
by k06
October 30th, 2006, 8:23 am
Forum: General Forum
Topic: ABS Question
Replies: 0
Views: 89256

ABS Question

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.