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Implied Trinomial Tree Analysis

Price and analyze implied trinomial equity instrument


asianbyitt Price Asian options using implied trinomial tree (ITT)
barrierbyitt Price barrier options using implied trinomial tree (ITT)
compoundbyitt Price compound option from implied trinomial tree (ITT)
ittprice Price instruments using implied trinomial tree (ITT)
ittsens Instrument sensitivities and prices using implied trinomial tree (ITT)
lookbackbyitt Price lookback option using implied trinomial tree (ITT)
optstockbyitt Price options on stocks using implied trinomial tree (ITT)
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.

Pricing Options Structure

The MATLAB® Options structure provides additional input to most pricing functions.


Supported Equity Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.

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