how do you do "price of a convertible bond" ?

D

Dennis

I am not that fimilar with Exel. Can you calculate the "price of a
convertible bond" using Excel? If so , how?
 
C

cvolkert

There wouldn't be a direct tool in Excel to do this since convertible
do not have standard terms like a regular corporate bond. Typically,
convertible price is calculated by splitting it into two pieces - th
straight bond (which excel can handle) and an equity option (whic
excel does not have a built in function for). You may want to searc
for a pricing model on the internet, or you could probably build on
with the help of a finance textbook. If you need a hand, and no on
else chimes in, I can try to help later this week. Cha
 
A

Aeschreis

Did you ever manage to find a solution? I have been working on this as
well without success.
 
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