Binomial Method to Price and Plot an American Put Option
Versión 1.0.0.0 (18 KB) por
Haidar Haidar
This codes prices American put options using binomial tree and plots the tree diagram
The code will plot the binomial tree for both share price (S) and option value (P) when the number of steps in the binomial tree is not more than 100. For accurate results, use a large number of steps, and set the plotting option to 0.
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Haidar Haidar (2024). Binomial Method to Price and Plot an American Put Option (https://www.mathworks.com/matlabcentral/fileexchange/55229-binomial-method-to-price-and-plot-an-american-put-option), MATLAB Central File Exchange. Recuperado .
Compatibilidad con la versión de MATLAB
Se creó con
R2009a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS LinuxCategorías
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Equity Derivatives >
Más información sobre Equity Derivatives en Help Center y MATLAB Answers.
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Versión | Publicado | Notas de la versión | |
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1.0.0.0 | Add a screenshot to the file description |