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Equal Probabilities Binomial Tree Analysis

Price and analyze equal probabilities equity instrument

Functions

asianbyeqpPrice Asian option from Equal Probabilities binomial tree
barrierbyeqpPrice barrier option from Equal Probabilities binomial tree
cbondbyeqpPrice convertible bonds from EQP binomial tree
compoundbyeqpPrice compound option from Equal Probabilities binomial tree
eqppriceInstrument prices from Equal Probabilities binomial tree
eqpsensInstrument prices and sensitivities from Equal Probabilities binomial tree
lookbackbyeqpPrice lookback option from Equal Probabilities binomial tree
optstockbyeqp Price stock option from Equal Probabilities binomial tree
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.

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.

Concepts

Supported Equity Derivative Functions

Equity derivative instrument functions 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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