Standard Trinomial Tree Analysis
Functions
asianbystt | Price Asian options using standard trinomial tree |
barrierbystt | Price barrier options using standard trinomial tree |
compoundbystt | Price compound options using standard trinomial tree |
sttprice | Price instruments using standard trinomial tree |
sttsens | Instrument sensitivities and prices using standard trinomial tree |
lookbackbystt | Price lookback options using standard trinomial tree |
optstockbystt | Price vanilla options on stocks using standard trinomial tree |
derivget | Get derivatives pricing options |
derivset | Set 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.
The MATLAB® Options structure
provides additional input to most pricing functions.
Concepts
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.
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