<t>Is it possible to price a foreign currency convertible bond (FCCB) by breaking into straight bond and option?for example - i tried to break plain vanilla FCCB be broken into straight bond price and option price.I got the bond price which is PV of redemption value. But I am not able to get option ...

<t>assume that I have sold plain vanilla call option on stock (assume no leverage) and doing delta hedging using black scholes. I am simulating prices to analyse my PnL. Problem 1what should be my profit and loss as a seller ?I think it should be risk free rate on portfolio (premium recd. - avg. del...

Is there any discussion forum/Link for the 'Delta-Gamma four ways'? I could not get the link of you are referring to... Thanks.

<t>I have a series of prices. how can I figure out the the prices are lognomally distributed or they follow some other distribution?Is there any good material to find out various types of distribution?My problem is that if I am assuming lognormal distribution of the prices and actually prices are no...

how can I calculate delta of a porfolio consisting of options in 5 different stocks?Should I add delta in value terms?Should I adjust delta value of each stock with some adjustment factor like beta?

can anyone forward me the papermy email id is: monsieur_sandy@hotmail.com