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.
- Version0.1.0
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Reference manual
- Last release04/24/2023
Team
Tai-Sen Zheng
Fischer Black
Myron Scholes
Robert C. Merton
John von Neumann
Stanislaw Ulam
Nicholas Constantine Metropolis
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