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ulysses12
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Joined: August 27th, 2008, 8:27 am

anyone familiar with turbo certificate?

August 27th, 2008, 6:26 pm

i m looking for some papers on pricing and hedging of turbo certificate,or contracts for difference.any suggestions?
 
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niki5
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Joined: January 25th, 2007, 8:10 am

anyone familiar with turbo certificate?

August 28th, 2008, 7:12 pm

Produktdesign und Semi–Statische Absicherung von Turbo–Zertifikaten-Dr. Antje Mahayni, Michael SuchaneckiMatthias Muck-Pricing Turbo Certificates in the Presence ofStochastic Jumps, Interest Rates, and Volatility