Use the Given Parameters to Calculate the European Option Value


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Documentation for package ‘convertbonds’ version 0.1.0

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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
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