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 |
| Reference manual: | convertbonds.pdf |
| 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, r-oldrel (x86_64): convertbonds_0.1.0.tgz |
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