Cox-Ross-Rubinstein Tree Setup

Propagate Cox-Ross-Rubinstein equity tree

Functions

crrtimespecSpecify time structure for Cox-Ross-Rubinstein tree
crrtreeBuild Cox-Ross-Rubinstein stock tree
stockspecCreate stock structure

Topics

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.