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hateeque
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Posts: 21
Joined: October 7th, 2004, 2:43 pm

Equity to Credit Model for CBs

September 7th, 2006, 4:45 pm

Hi Does anyone know about the Equity to Credit model for CBs? I'll appreciate if you could paste a reference.Thanks!
 
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Caterpillar
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Joined: December 14th, 2004, 4:09 pm

Equity to Credit Model for CBs

September 8th, 2006, 9:39 am

Try doing a search for ito33 - there are a few threads discussing their equity to credit model for CBs or look at their website www.ito33.comAlso 'Calibration and Implementation of Convertible Bond Models' by Andersen and Buffum is an interesting paper on this topic.
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