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Jul 27

CONVERTIBLE BOND PRICING MODEL

Posted by abiao at 09:55 | Code » VBA/Excel | Comments(1) | Reads(44281)
A simple spreadsheet to price convertible bond based on Espen Gaarder Haage's binomial tree model which was originally developed by Goldman-Sachs.

http://www.yieldcurve.com/Mktsoftware/excelCB.htm

wiki(Convertible bond)


Remarkable web site! I discovered lots of valuable stuff that I’ve invested hours and hours searching for on several other web sites. I would undoubtedly advise it to every body.

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