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Bond Price using Binomial Lattice Model

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Bond Price using Binomial Lattice Model


Krishna Prasad (view profile)


23 Nov 2011 (Updated )

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.

MATLAB release MATLAB 7.3 (R2006b)
Other requirements Basics of Matlab
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23 Nov 2011 1.1

Adding some comment to make more understandable.

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