Hybrid Products

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Does anyone have the book  http://riskbooks.com/hybrid-products


Hybrid Products

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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