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asked Is it possible for two securities to have the same first 8 characters of a cusip, but differ in the check sum?
Nov
10
awarded  Notable Question
Oct
30
awarded  Tumbleweed
Oct
27
awarded  Notable Question
Oct
23
asked Source on pricing / valuation of trust preferred securities?
Sep
24
awarded  Critic
Jun
17
answered Deriving Interest Rates
Apr
28
comment A question about pricing convertible bond with two different underlying assets
Dennis, you can definitely use a binomial tree to value the optional component of the bond. However you're not saying how the conversion works. I see two alternatives 1) you convert into a portfolio of two companies or 2) you have a choice into which you convert. Both have solutions. You also don't mention how the price of the non-listed company is determined. It would be really helpful to know this so we can give you a meaningful response.
Apr
27
revised How to price an option with a “step up” feature using binomial tree?
added 50 characters in body
Apr
27
asked How to price an option with a “step up” feature using binomial tree?
Apr
27
accepted Will pricing a Bermudan option default to a value of a European option?
Apr
27
comment Will pricing a Bermudan option default to a value of a European option?
ajc3 - looking into this. Makes sense to me. Once I run it and it works will accept as answer. Thank you.
Apr
27
asked Will pricing a Bermudan option default to a value of a European option?
Apr
26
comment A question about pricing convertible bond with two different underlying assets
How does the conversion work for the private company? What is the strike based on?
Mar
19
awarded  Popular Question
Dec
10
answered What are the math topics involved in FRM 1
Nov
11
comment Implied interest rate from FX swap
Awesome! How did you find out the conventions? Thanks.
Nov
11
accepted Implied interest rate from FX swap
Jul
24
answered Valuation of a Sinking Bond Fund
Jul
9
awarded  Popular Question