asianbyeqp | Price Asian option from Equal Probabilities binomial tree |
barrierbyeqp | Price barrier option from Equal Probabilities binomial tree |
cbondbyeqp | Price convertible bonds from EQP binomial tree |
compoundbyeqp | Price compound option from Equal Probabilities binomial tree |
eqpprice | Instrument prices from Equal Probabilities binomial tree |
eqpsens | Instrument prices and sensitivities from Equal Probabilities binomial tree |
lookbackbyeqp | Price lookback option from Equal Probabilities binomial tree |
optstockbyeqp | Price stock option from Equal Probabilities binomial tree |
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™.