Implied Trinomial Tree Analysis

Price and analyze implied trinomial equity instrument

Functions

asianbyittPrice Asian options using implied trinomial tree (ITT)
barrierbyittPrice barrier options using implied trinomial tree (ITT)
compoundbyittPrice compound option from implied trinomial tree (ITT)
ittpricePrice instruments using implied trinomial tree (ITT)
ittsensInstrument sensitivities and prices using implied trinomial tree (ITT)
lookbackbyittPrice lookback option using implied trinomial tree (ITT)
optstockbyittPrice options on stocks using implied trinomial tree (ITT)
derivgetGet derivatives pricing options
derivsetSet or modify derivatives pricing options

Examples and How To

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

The MATLAB® Options structure provides additional input to most pricing functions.

Concepts

Supported Equity Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.

Financial Instruments Toolbox Documentation
Support
A Practical Guide to Modeling Financial Risk with MATLAB

A Practical Guide to Modeling Financial Risk with MATLAB

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