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Cox-Ross-Rubinstein Tree Setup

Propagate Cox-Ross-Rubinstein equity tree

Functions

crrtimespec Specify time structure for Cox-Ross-Rubinstein tree
crrtree Construct Cox-Ross-Rubinstein stock tree
stockspec Create stock structure

Examples and How To

Understanding Equity Trees

Financial Instruments Toolbox™ supports five types of recombining tree models to represent the evolution of stock prices.

Concepts

Computing Instrument Prices

The portfolio 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.

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