Cox-Ross-Rubinstein Tree Setup
Propagate Cox-Ross-Rubinstein equity tree
|Specify time structure for Cox-Ross-Rubinstein tree|
|Build Cox-Ross-Rubinstein stock tree|
|Create stock structure|
- Understanding Equity Trees
Financial Instruments Toolbox™ supports five types of recombining tree models to represent the evolution of stock prices.
- 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.
- 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.