Research and Markets - Hybrid Products: Instruments, Applications and Modelling.DUBLIN, Ireland -- Research and Markets (http://www.researchandmarkets.com/reports/c12735) has announced the addition of Hybrid Products: Instruments, Applications and Modelling to their offering. Exploring the wide and innovative world of Hybrid Products, this up-to-date examination breaks down the traditional barriers and notions to aid the design, pricing and understanding of these tailored products. --Covers the spectrum of hybrid investments, from equity-linked notes to volatility products and structured hedge fund investments --Illustrates the applications of such products and possible investment strategies under specific market conditions and/or investor objectives --Merges theory and practice into an understandable whole with the inclusion of case studies and practical examples that can be utilised into your work --Provides both background and advanced reading on the concepts and products as well the maths that underpins them --Enables the reader to understand the esoteric nature of volatility and the trading of realised and implied volatility, illustrated through a variety of products - including OTC OTC See: Over-the-counter. OTC See over-the-counter market (OTC). variance swaps, options on realised variance and the listed VIX VIX The implied volatility on the S&P 100 (OEX) option. This volatility is meant to be a forward looking volatility. It is calculated from both calls and puts that are near the money. The VIX is a popular measure of market risk. --Presents analysis of credit default swaps and equity default swap correlation and associated products --Addresses the challenges hybrid products pose to the risk management and information technology systems of an organisation that is structuring, hedging or investing in such products. Topics include position reporting and analysis, position valuation and understanding how changes occur with constantly evolving market conditions --Alexander Batchvarov is an investment banker who has been at the forefront of innovation in this field over recent years and has assembled a team of equally well-qualified contributors CONTENTS Foreword Why the Innovators Need Innovation Simon Greaves (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 cohen or kohen (Hebrew: “priest”) Jewish priest descended from Zadok (a descendant of Aaron), priest at the First Temple of Jerusalem. The biblical priesthood was hereditary and male. 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 Jurgen Vandenbroucke (KBC KBC Kenya Broadcasting Corporation KBC Kaun Banega Crorepati (Indian TV show) KBC Koahnic Broadcast Corporation (Anchorage, Alaska) KBC Keyboard Connector KBC Kill Before Capture ) V: Pricing Hybrid Structures --Grazia De Silvestro, Massimo Giranzani, Rolando Santambrogio, Giancarlo Frugoli, Ferdinando Samaria (UBM UBM United Business Media Plc (London) UBM Under-Bump Metallization UBM UniCredit Banca Mobiliare S.p.A. (Italy) UBM United Bikers of Maine UBM Unbalanced Magnetron UBM Ultimate Building Machine ) Section Three: Volatility Products VI: Volatility Products: Motivation and Mechanics --Ben Bowler (Merrill Lynch) VII: CBOE CBOE See: Chicago Board Options Exchange CBOE See Chicago Board Options Exchange (CBOE). VIX Futures --Catherine Shalen and John Hiatt (CBOE) Section Four: The Less Known Hybrid Products VIII: Risk Analysis of CDS/ EDS (Electronic Data Systems, Plano, TX, www.eds.com) Founded in 1962 by H. Ross Perot (independent candidate for the President of the U.S. in 1992), EDS is the largest outsourcing and data processing services organization in the country. Correlation Products --Kai Gilkes, Norbert Jobst (Standard and Poors) IX: CDO (Collaborative Data Objects) A programming interface from Microsoft for accessing MAPI-based e-mail, calendaring and scheduling servers. Originally called "OLE Messaging" and "Active Messaging," CDO wraps the Enhanced MAPI library into a COM object that provides the Equity --Doug Lucas, Laurie S. Goodman and Frank J. Fabozzi Frank J. Fabozzi is the Frederick Frank Adjunct Professor of Finance at Yale School of Management. He has taught at Yale University since 1994. Fabozzi, an investment management expert, is a Wall Street authority and editor of the Journal of Portfolio Management. (UBS UBS Union Bank of Switzerland UBS United Bible Societies UBS United Blood Services UBS United Buying Service UBS Used Bookstore UBS University Business Services UBS Universal Building Society (UK) UBS Ulaanbaatar Broadcasting System 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) For more information visit http://www.researchandmarkets.com/reports/c12735 |
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