This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.

Standard Trinomial Tree Analysis

Price and analyze standard trinomial equity instrument

Functions

asianbysttPrice Asian options using standard trinomial tree
barrierbysttPrice barrier options using standard trinomial tree
compoundbysttPrice compound options using standard trinomial tree
sttpricePrice instruments using standard trinomial tree
sttsensInstrument sensitivities and prices using standard trinomial tree
lookbackbysttPrice lookback options using standard trinomial tree
optstockbystt Price vanilla options on stocks using standard trinomial 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.

Concepts

Supported Equity Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.