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convertbonds  

Use the Given Parameters to Calculate the European Option Value
View on CRAN: Click here


Download and install convertbonds package within the R console
Install from CRAN:
install.packages("convertbonds")

Install from Github:
library("remotes")
install_github("cran/convertbonds")

Install by package version:
library("remotes")
install_version("convertbonds", "0.1.0")



Attach the package and use:
library("convertbonds")
Maintained by
Tai-Sen Zheng
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-04-24
Latest Update: 2023-04-24
Description:
Calculate the theoretical value of convertible bonds by given parameters, including B-S theory and Monte Carlo method.
How to cite:
Tai-Sen Zheng (2023). convertbonds: Use the Given Parameters to Calculate the European Option Value. R package version 0.1.0, https://cran.r-project.org/web/packages/convertbonds. Accessed 25 Jun. 2026.
Previous versions and publish date:
No previous versions
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View convertbonds citation profile
Other R packages that convertbonds depends, imports, suggests or enhances
Complete documentation for convertbonds
Functions, R codes and Examples using the convertbonds R package
Some associated functions: black_schiles . monte_carlo . option_value . 
Some associated R codes: black_scholes.R . monte_carlo.R . option_value.R .  Full convertbonds package functions and examples
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