Price Using Tree Models
Propagate and analyze equity tree models
Price and analyze equity option instruments using different equity tree models.
Categories
- Cox-Ross-Rubinstein Tree Setup
Propagate Cox-Ross-Rubinstein equity tree
- Cox-Ross-Rubinstein Tree Analysis
Price and analyze Cox-Ross-Rubinstein equity instrument
- Equal Probabilities Binomial Tree Setup
Propagate equal probabilities equity tree
- Equal Probabilities Binomial Tree Analysis
Price and analyze equal probabilities equity instrument
- Leisen-Reimer Tree Setup
Propagate Leisen-Reimer equity tree
- Leisen-Reimer Tree Analysis
Price and analyze Leisen-Reimer equity instrument
- Implied Trinomial Tree Setup
Propagate implied trinomial equity tree
- Implied Trinomial Tree Analysis
Price and analyze implied trinomial equity instrument
- Standard Trinomial Tree Setup
Propagate standard trinomial equity tree
- Standard Trinomial Tree Analysis
Price and analyze standard trinomial equity instrument
- Tree Manipulation for Equity Instruments
Graphical representation of equity trees