itttimespec | Specify time structure using implied trinomial tree (ITT) |
itttree | Build implied trinomial stock tree |
stockoptspec | Specify European stock option structure |
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 treeviewer
to examine tree information for a Hull-White tree when you price a Europrean callable bond.