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Jul 27

CONVERTIBLE BOND PRICING MODEL

Posted by abiao at 09:55 | Code » VBA/Excel | Comments(0) | Reads(26721)
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)


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