Recent content by dlguddus

Hi. I have to find out papers about pricing FCCB(foreign currency convertible bond). Pricing FCCB should be quite different from domestic CB pricing. (issuer's currency vs issuing currency rate should be a risk factor of FCCB) Could you recommend me some papers about standard ways to price FCCB...

Hi. I always got a lot of good information from here, and this is my first write. I am working as a middle officer in Korea and planning to study more about financial engineering and get master's degree to change my carreer to front jobs. My short term goal is to get a quant trading position...