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] (<https://en.wikipedia.org/wiki/Fischer_Black>), Myron Scholes [aut] (<https://en.wikipedia.org/wiki/Myron_Scholes>), Robert C. Merton [aut] (<https://en.wikipedia.org/wiki/Robert_C._Merton>), John von Neumann [aut] (<https://en.wikipedia.org/wiki/John_von_Neumann>), Stanislaw Ulam [aut] (<https://en.wikipedia.org/wiki/Stanislaw_Ulam>), Nicholas Constantine Metropolis [aut] (<https://en.wikipedia.org/wiki/Nicholas_Metropolis>)
Maintainer: Tai-Sen Zheng <jc3802201 at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: convertbonds results

Documentation:

Reference manual: convertbonds.pdf

Downloads:

Package source: convertbonds_0.1.0.tar.gz
Windows binaries: r-devel: convertbonds_0.1.0.zip, r-release: convertbonds_0.1.0.zip, r-oldrel: convertbonds_0.1.0.zip
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

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