We present a model for calculating the price of European call and put options in the domestic currency on an underlying foreign equity with tenor up to 7 years. The calculation includes option price, Delta, Gamma, Hedge Rho, Discount Rho, Vega, Theta.

A forward starting option is an option whose strike price is not fully determined until an intermediate date before expiration. A model is used to compute option price, Delta, Gamma, Hedge Rho, Discount Rho, Vega and Theta.

We propose a model for pricing a convertible bond (CB) where the issuer’s stock price is possibly denominated in a different currency from the bond’s coupon currency. We use a three factor, trinomial tree based model for pricing the CB. Here FP constructs three independent trinomial trees, which are then combined into a three-factor tree

Two parties have established Securitization Partnership (the “Partnership”), to distribute and administer the mutual funds. Under the agreement the Partnership will finance the commissions to brokers selling mutual fund units on a deferred sales charge basis and, in exchange, will receive mutual fund distribution, administrative and redemption fees.