Individual Cap Baskets and Lookback options

iloveexotic · Post by **iloveexotic** » Tue Jun 03, 2008 1:08 pm

BTW, does any of you have access to JPM research website ?

NicoLondon · Post by **NicoLondon** » Tue Jun 03, 2008 1:15 pm

I only have access to the BNP Paribas one if you are interested.

chiral3 · Post by **chiral3** » Tue Jun 03, 2008 1:22 pm

I was at the vol conf at DB when they gave that out last year. I still have the materials. Anyway, the panel discussion was good. Novo clearly made others feel inadequate from a "W-2 perspective". Then we walked across the street to cipriani and had lunch to a Myron Scholes address. I was nonplussed, but it was still nice. DB did a good job.

Anyway, there is nothing in there that you can't get from BNP or SG, or.... just under different names. skew swaps, corridor corr swaps, timer puts, titan, etc. etc. etc.

iloveexotic · Post by **iloveexotic** » Thu Jun 05, 2008 2:41 am

yup, i am i interested in the one by BNP, how can i contact you then ?