convertbonds: Use the Given Parameters to Calculate the European Option Value

Calculate the theoretical value of convertible bonds by given parameters, including B-S theory and Monte Carlo method.

Version: 0.1.0
Imports: stats
Published: 2023-04-24
Author: Tai-Sen Zheng [aut, cre], Fischer Black [aut] (<>), Myron Scholes [aut] (<>), Robert C. Merton [aut] (<>), John von Neumann [aut] (<>), Stanislaw Ulam [aut] (<>), Nicholas Constantine Metropolis [aut] (<>)
Maintainer: Tai-Sen Zheng <jc3802201 at>
License: GPL-2
NeedsCompilation: no
CRAN checks: convertbonds results


Reference manual: convertbonds.pdf


Package source: convertbonds_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): convertbonds_0.1.0.tgz, r-oldrel (arm64): convertbonds_0.1.0.tgz, r-release (x86_64): convertbonds_0.1.0.tgz, r-oldrel (x86_64): convertbonds_0.1.0.tgz


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