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雷达卡
Edited By Alexander Batchvarov
Table of contents
Foreword by Sponsor: Application Networks
Intro by Consultant Editor: Alexander Batchvarov
Section One: The Traditional Hybrids
I: Equity Linked Notes
William Bamber (Bear Stearns)
II: Innovations to Give Issuers Flexibility in Equity-Linked Funding
Robert James Grantham (Bloomberg)
III: Trust Preferred Securities Enhance Investor, Issuer Opportunities
James J. McEntee III (Cohen Brothers)
Section Two: The Math Behind Structuring and Pricing Hybrid Products
IV: The Impact of Market Level, Volatility and Correlation on Structured Products
Kristien Meykens, Lode Roose and Jürgen Vandenbroucke (KBC)
V: Pricing Hybrid Structures
Grazia De Silvestro, Massimo Giranzani, Rolando Santambrogio, Giancarlo Frugoli, Ferdinando Samaria (UBM)
Section Three: Volatility Products
VI: Volatility Products: Motivation and Mechanics
Ben Bowler (Merrill Lynch)
VII: CBOE VIX Futures
Catherine Shalen and John Hiatt (CBOE)
Section Four: The Less Known Hybrid Products
VIII: Risk Analysis of CDS/ EDS Correlation Products
Kai Gilkes, Norbert Jobst (Standard and Poors)
IX: CDO Equity
Doug Lucas, Laurie S. Goodman and Frank J. Fabozzi (UBS and Yale University)
X: Application of Traditional Structuring Techniques to the Creation of New Hybrid Products
Altynay Davletova, Alexander Batchvarov, William Davies (Merrill Lynch)
XI: A Primer on Structured Hedge Fund Products
Mehraj Mattoo (DRKW)
Section Five: The Hybrids’ Challenge to Risk Management
XII: Risk Management and IT Issues
Benedict Roth (WestLB AG)
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