Moody’s Analytics Knowledge Services helps clients perform convertible bond valuation by combining the fair value of the straight bond, based on the credit spread, and the fair value of the option using the implied volatility of the stock price. This is achieved by building advanced forecast models for companies, capturing all key performance drivers. Our analysts also track the prices and spreads of bonds, screen investment opportunities in the convertibles universe, and perform peer analysis to generate trade ideas.

Our Other offerings under Fixed Income and Credit Research: