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Bond Price using Binomial Lattice Model

23 Nov 2011 (Updated 23 Nov 2011)

Finding of call/put option price when the underlying asset is Bond.

File Information
Description	Since the interest rate are not constant so the Bond price is also fluctuate according to interest rate. This program find the short-rate Dynamics of Interest rate and accordingly Bond price, form where we can find the put/call option price.
MATLAB release	MATLAB 7.3 (R2006b)
Other requirements	Basics of Matlab

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Everyone's Tags	binomial lattice of interest rate model, bond price(2), call option, finance, financial mathematics, interest rate model, put option, shortrate dynamics of interest rate, zero coupon bond
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Updates
23 Nov 2011	Adding some comment to make more understandable.

Tag Activity for this File
Tag	Applied By	Date/Time
binomial lattice of interest rate model	Krishna Prasad	23 Nov 2011 10:22:54
bond price	Krishna Prasad	23 Nov 2011 10:22:54
interest rate model	Krishna Prasad	23 Nov 2011 10:22:54
shortrate dynamics of interest rate	Krishna Prasad	23 Nov 2011 10:22:54
call option	Krishna Prasad	23 Nov 2011 10:22:54
financial mathematics	Krishna Prasad	23 Nov 2011 10:22:54
zero coupon bond	Krishna Prasad	23 Nov 2011 10:22:54
finance	Krishna Prasad	23 Nov 2011 10:22:54
put option	Krishna Prasad	23 Nov 2011 10:22:54
bond price	Miguel Garcia	10 May 2012 07:07:21