Sophis has upgraded its Convertibles On-Line (COL) convertible bonds database and analytical and pricing tools. COL version 2.3 incorporates new pricing models – Trinomial and PDE, both which have been revised. Sophis has also integrated three ways of taking credit risk into account: In rate, In Strike and Tsiveriotis & Fernandez. Users can now also import their own data
Sophis Upgrades Convertibles On-Line
Sophis has upgraded its Convertibles On Line (COL) convertible bonds database and analytical and pricing tools. COL version 2.3 incorporates new pricing models Trinomial and PDE, both which have been revised. Sophis has also integrated three ways of taking credit
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