The recent BVR webinar Navigation Through the Maze in Complex Debt Instruments Valuation reviewed three case studies and offered an Excel file that contained the following models: 

1. Simple convertible debt using the DCF/yield method for the debt component and the Black-Scholes model for the option component; 
   
2. Convertible debt using a lattice model approach; and 
   
3. Valuation of warrants. 
   

The webinar was presented by Mark Zyla (Zyla Valuation Advisors), Rajesh C. Khairajani (KNAV), and Faisal Lakhani (KNAV).

BVWire—UK readers who would like a copy of the Excel file can download a copy here. The models are described in the recording of the webinar, which you can access if you click here (free to BVR Training Passport Pro holders; otherwise, it must be purchased).