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

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

Tai-Sen Zheng

convertbonds

Use the Given Parameters to Calculate the European Option Value

Fischer Black

Myron Scholes

Robert C. Merton

John von Neumann

Stanislaw Ulam

Nicholas Constantine Metropolis

option_value function

<dl><dt>value_per</dt>
<dd>Option value per share(numeric)</dd>
<dt>current_price</dt>
<dd>Current price of convertible bonds</dd>
<dt>conver_price</dt>
<dd>Conversion price</dd>
<dt>netdebt_value</dt>
<dd>Pure debt value</dd></dl>

Arguments

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 — option_value

<dl>

<dt>value_per</dt>
<dd>Option value per share(numeric)</dd>


<dt>current_price</dt>
<dd>Current price of convertible bonds</dd>


<dt>conver_price</dt>
<dd>Conversion price</dd>


<dt>netdebt_value</dt>
<dd>Pure debt value</dd>

</dl>

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

Description

Usage

Value

Arguments

Examples