Correlation Trading

Jetpac · September 14th, 2004, 10:09 pm

HiDoes anyone have Merrill's article on Correlation Trading - would you mind posting it?ThanksJ

jkoul · September 15th, 2004, 5:28 am

JetPac,Do you mean equity pair trading? Or do you perhaps have the specific article title to help look for it?

Jetpac · September 15th, 2004, 7:08 am

jkoul, sorry for being unclear, I was looking for their CDO correlation trading paper.

Mak · September 15th, 2004, 11:54 am

Do you mean this one? http://www.defaultrisk.com/pp_crdrv_48.htmIf not I should be able to find it if you give me a few more details.

Jetpac · September 17th, 2004, 7:38 am

Actually, the paper is from their london deriv research team titled 'Correlation Trading (A New Asset Class Emerges)' released 26/11/03. Essentially, it's an overview of credit corr trading and the greeks.Hope this helps?ThanksJ

jkoul · September 23rd, 2004, 5:45 am

Here you go mate.

boncoup · September 24th, 2004, 10:40 pm

Hi Does anyone have Merrill's rpaper about single tranche synthetic CDO's .would you mind posting it?Thanks in advance

boncoup · September 27th, 2004, 4:50 pm

Hi Does anyone have Merrill's rpaper about single tranche synthetic CDO's .Thanks in advance

J · September 28th, 2004, 5:39 am

I am also looking for Merrill's paper for single tranche synthetic CDP.Thanks,

boncoup · September 28th, 2004, 8:48 pm

Hi Does anyone have Merrill's paper forsingle tranche synthetic CDO's .Thanks in advance

J · September 29th, 2004, 12:56 am

QuoteOriginally posted by: boncoupHi Does anyone have Merrill's paper forsingle tranche synthetic CDO's .Thanks in advanceThat paper is in "The Handbook of European Structured Financial Products", which you get from Global Investor.Thanks,J.

Jetpac · October 4th, 2004, 11:02 am

jkoul - thanks for your help, much appreciated.everyone - i've attached the st-cdo paper that i think you are looking for.Thanksj