Skip to Main Content Skip to Search
Product Documentation

Implied Trinomial Tree (ITT) Modeling

To learn about the Implied Trinomial Tree model, see:

Chriss, Neil A., E. Derman, and I. Kani, "Implied trinomial trees of the volatility smile," Journal of Derivatives, 1996.

  

Cox-Ross-Rubinstein (CRR) ModelingCox-Ross-Rubinstein (CRR) Modeling Leisen-Reimer Tree (LR) ModelingLeisen-Reimer Tree (LR) Modeling

Free Interactive Computational Finance CD

View demos and recorded presentations led by industry experts.

Get the interactive CD

Get trial software

Now On Demand
Network with industry peers and learn the latest applications of the leading software product for computational finance.

 © 1984-2012- The MathWorks, Inc.    -   Site Help   -   Patents   -   Trademarks   -   Privacy Policy   -   Preventing Piracy   -   RSS