Package: convertbonds
Type: Package
Title: Use the Given Parameters to Calculate the European Option Value
Version: 0.1.0
Authors@R: c(person(given="Tai-Sen", family = "Zheng", role = c("aut", "cre"),
                    email = "jc3802201@gmail.com"),
             person(given="Fischer", family ="Black", role = c("aut"),
                    comment = "<https://en.wikipedia.org/wiki/Fischer_Black>"),
             person(given="Myron", family ="Scholes", role = c("aut"),
                    comment = "<https://en.wikipedia.org/wiki/Myron_Scholes>"),
             person(given="Robert", family ="C. Merton", role = c("aut"),
                    comment = "<https://en.wikipedia.org/wiki/Robert_C._Merton>"),
             person(given="John", family ="von Neumann", role = c("aut"),
                    comment = "<https://en.wikipedia.org/wiki/John_von_Neumann>"),
             person(given="Stanislaw", family ="Ulam", role = c("aut"),
                    comment = "<https://en.wikipedia.org/wiki/Stanislaw_Ulam>"),
             person(given="Nicholas", family ="Constantine Metropolis", role = c("aut"),
                    comment = "<https://en.wikipedia.org/wiki/Nicholas_Metropolis>"))
Maintainer: Tai-Sen Zheng <jc3802201@gmail.com>
Description: Calculate the theoretical value of convertible bonds by given parameters, including B-S theory and Monte Carlo method.
Imports: stats
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.2.3
NeedsCompilation: no
Packaged: 2023-04-24 09:36:34 UTC; admin
Author: Tai-Sen Zheng [aut, cre],
  Fischer Black [aut] (<https://en.wikipedia.org/wiki/Fischer_Black>),
  Myron Scholes [aut] (<https://en.wikipedia.org/wiki/Myron_Scholes>),
  Robert C. Merton [aut]
    (<https://en.wikipedia.org/wiki/Robert_C._Merton>),
  John von Neumann [aut]
    (<https://en.wikipedia.org/wiki/John_von_Neumann>),
  Stanislaw Ulam [aut] (<https://en.wikipedia.org/wiki/Stanislaw_Ulam>),
  Nicholas Constantine Metropolis [aut]
    (<https://en.wikipedia.org/wiki/Nicholas_Metropolis>)
Repository: CRAN
Date/Publication: 2023-04-24 17:10:06 UTC
Built: R 4.6.0; ; 2026-04-26 15:15:08 UTC; unix
