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Bond Price using Binomial Lattice Model

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



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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.

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Adding some comment to make more understandable.

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MATLAB 7.3 (R2006b)

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