asianbyitt | Price Asian options using implied trinomial tree (ITT) |
barrierbyitt | Price barrier options using implied trinomial tree (ITT) |
compoundbyitt | Price compound option from implied trinomial tree (ITT) |
ittprice | Price instruments using implied trinomial tree (ITT) |
ittsens | Instrument sensitivities and prices using implied trinomial tree (ITT) |
lookbackbyitt | Price lookback option using implied trinomial tree (ITT) |
optstockbyitt | Price options on stocks using implied trinomial tree (ITT) |
derivget | Get derivatives pricing options |
derivset | 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.
The MATLAB® Options
structure
provides additional input to most pricing functions.
Equity derivative instruments supported by Financial Instruments Toolbox™.