Jul
27
CONVERTIBLE BOND PRICING MODEL
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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)
Unclear about this post? Asking questions and receiving answers.
http://www.yieldcurve.com/Mktsoftware/excelCB.htm
wiki(Convertible bond)
Unclear about this post? Asking questions and receiving answers.
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