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:
- Simple convertible debt using the DCF/yield method for the debt component and the Black-Scholes model for the option component;
- Convertible debt using a lattice model approach; and
- 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).
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