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  • 15 votes cast
Feb
19
accepted What is the proper discounting of PIK and non-compounding bullet loans?
Feb
14
awarded  Curious
Feb
11
awarded  Promoter
Feb
7
revised What is the proper discounting of PIK and non-compounding bullet loans?
added 177 characters in body
Feb
7
asked What is the proper discounting of PIK and non-compounding bullet loans?
Jan
29
accepted Is it possible for two securities to have the same first 8 characters of a cusip, but differ in the check sum?
Jan
26
revised What constitutes an “odd lot” in corporate bonds trades?
added 117 characters in body
Jan
26
asked What constitutes an “odd lot” in corporate bonds trades?
Nov
21
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.