more specificly, BNC video (RGBHV) is not easily converted to Component (yCrCb)
you can by the neoya x2vga (about $60) which will convert any High def component output to VGA. Then get a VGA to HD15 cable.
if you are using a 360, you can get a cable
here (
ebay link) is the cable you need for $8.39 +S&H. I can't guarantee that it's a quality cable but anything for the 360 sold retail is ungodly expensive.
Good luck.