Equal Probabilities Binomial Tree Analysis
|Price Asian option from Equal Probabilities binomial tree
|Price barrier option from Equal Probabilities binomial tree
|Price convertible bonds from EQP binomial tree
|Price compound option from Equal Probabilities binomial tree
|Instrument prices from Equal Probabilities binomial tree
|Instrument prices and sensitivities from Equal Probabilities binomial tree
|Price lookback option from Equal Probabilities binomial tree
|Price stock option from Equal Probabilities binomial tree
|Get derivatives pricing options
|Set or modify derivatives pricing options
- Pricing Equity Derivatives Using Trees
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.
- Computing Equity Instrument Sensitivities
The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.
- Pricing Options Structure
Optionsstructure provides additional input to most pricing functions.
- Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use
treeviewerto examine tree information for a Hull-White tree when you price a European callable bond.
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.