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convertbonds (version 0.1.0)

Use the Given Parameters to Calculate the European Option Value

Description

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

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Version

Install

install.packages('convertbonds')

Monthly Downloads

186

Version

0.1.0

License

GPL-2

Maintainer

Tai-Sen Zheng

Last Published

April 24th, 2023

Functions in convertbonds (0.1.0)

option_value

Option_value functuon Calculate the four value comparisons:Option value of convertible bond,Theoretical value of convertible bonds (pure bond value + option value),The difference between the theoretical price of convertible bonds and the current price,The ratio of the difference between the theoretical price of convertible bonds and the current price
black_schiles

Black Schiles Model function Calculating Function Using the Black-Schiles Option Pricing Model
monte_carlo

Monte Carlo simulation function Predicting Theoretical Value of Options per Share Using Monte Carlo Simulations