Binomial Method to Price and Plot an American Put Option
Version 1.0.0.0 (18 KB) von
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.
Zitieren als
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. Abgerufen .
Kompatibilität der MATLAB-Version
Erstellt mit
R2009a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS LinuxKategorien
- Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Equity Derivatives >
Mehr zu Equity Derivatives finden Sie in Help Center und MATLAB Answers
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Live Editor erkunden
Erstellen Sie Skripte mit Code, Ausgabe und formatiertem Text in einem einzigen ausführbaren Dokument.
Version | Veröffentlicht | Versionshinweise | |
---|---|---|---|
1.0.0.0 | Add a screenshot to the file description |