|Price Asian option from Cox-Ross-Rubinstein binomial tree|
|Price barrier option from Cox-Ross-Rubinstein binomial tree|
|Price convertible bonds from CRR binomial tree|
|Price compound option from Cox-Ross-Rubinstein binomial tree|
|Instrument prices from Cox-Ross-Rubinstein tree|
|Instrument prices and sensitivities from Cox-Ross-Rubinstein tree|
|Price lookback option from Cox-Ross-Rubinstein binomial tree|
|Price stock option from Cox-Ross-Rubinstein tree|
|Get derivatives pricing options|
|Set or modify derivatives pricing options|
Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.
The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.
provides additional input to most pricing functions.
This example illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.
This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.
This example demonstrates how to use
treeviewer to examine tree information for a Hull-White tree when you price a Europrean callable bond.
Equity derivative instrument functions supported by Financial Instruments Toolbox™.