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Commodity linked Structured Notes
Posted: April 14th, 2011, 11:32 am
by pp8410
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
Commodity linked Structured Notes
Posted: April 14th, 2011, 1:00 pm
by BramJ
Posting the same question in multiple subfora is bad form
Commodity linked Structured Notes
Posted: April 16th, 2011, 5:20 pm
by CactusMan
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.