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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.

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™.