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  1. How to look at embedded CB option?

    Thanks Joy. Yes, I would like to decompose a convertible bond into its basic components -- The bond and the option, I assume? Reason is, I would like to isolate the embedded call/put and compare it to similar OTC calls/puts that are trading. Is there a standard model with which to do this...

  2. How to look at embedded CB option?

    I'd like to separate the call/put from a convertible bond and look at it in vol terms. How does one go about this?

  3. Convertible Bond Pricer

    Hi, Thanks for the .xls What are or is the most popular pricing model(s) for convertible bonds currently used on trading desks?
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