FCCB(foreign currency convertible bond) valuation

[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?
Thanks.

 

[Joe Wong]

I would recommend the following paper:
Pricing Convertible Bonds with Interest Rate, Equity, Credit, FX and Volatility Risk by Ali Bora Yigitbasioglu