Nothing
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.
Getting started
Browse package contents
Package details |
|
|---|---|
| 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@gmail.com> |
| License | GPL-2 |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the convertbonds package in your browser
Any scripts or data that you put into this service are public.
