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Commodity linked Structured Notes

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pp8410
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Joined: October 13th, 2009, 7:34 pm

Commodity linked Structured Notes

April 14th, 2011, 11:32 am

Can anyone recommand good material on pricing Commodity Structured Notes? Can I simple think a structured note as a bond + options/Swaps, for example a 50% capped crude oil linked notes = Call Spread, and sharkfin is just liked a barrier option? Thanks
Last edited by pp8410 on April 13th, 2011, 10:00 pm, edited 1 time in total.
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BramJ
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Commodity linked Structured Notes

April 14th, 2011, 1:00 pm

Posting the same question in multiple subfora is bad form
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CactusMan
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Joined: October 27th, 2005, 8:26 pm

Commodity linked Structured Notes

April 16th, 2011, 5:20 pm

QuoteOriginally posted by: pp8410Can anyone recommand good material on pricing Commodity Structured Notes? Can I simple think a structured note as a bond + options/Swaps, for example a 50% capped crude oil linked notes = Call Spread, and sharkfin is just liked a barrier option? ThanksThis sounds interesting. If you are really in this business (not just a student), then I would like to talk to you. PM me please. Thanks.
Last edited by CactusMan on April 15th, 2011, 10:00 pm, edited 1 time in total.
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