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by ksentinel
February 19th, 2014, 1:11 am
Forum: Student Forum
Topic: CB Pricing questions
Replies: 2
Views: 5432

CB Pricing questions

<t>Hi everyone,Yet another question haha.Would just like to check, I am pricing an american style convertible bond using a trinomial tree method.At expiry in reference to the Connolly book on pricing CBs the payoff should be Max(St, Redemption + Final coupon)However I am a little unsure about at eac...
by ksentinel
February 18th, 2014, 2:09 am
Forum: Student Forum
Topic: Pricing Convertible Bonds with Trinomial Tree VBA
Replies: 2
Views: 6184

Pricing Convertible Bonds with Trinomial Tree VBA

Thanks alot! knowing how to use this method is extremely helpful!
by ksentinel
February 18th, 2014, 1:07 am
Forum: Student Forum
Topic: Pricing Convertible Bonds with Trinomial Tree VBA
Replies: 2
Views: 6184

Pricing Convertible Bonds with Trinomial Tree VBA

<t>Hey everyone,I am building a trinomial tree pricer in VBA to price Convertible Bonds. I am quite new to VBA and would appreciate if you have any feedback or can see any errors with my code as it doesn't seem to work and returns #VALUE when i use the udf in excel.Much appreciated all Below is my c...