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updated 2 years ago

Analytical Approximation of American Put option derived by G. BARONE-ADESI and R. E. WHALEY 1987. by Haidar Haidar

This computes an approximation of American Put option value and can plot it against asset's price (blackscholes, option valuation, derivatives)

[P,S,S_SS]=A_Put_Adesi_Whaley(S,E,r,sigma,T)

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updated 2 years ago

Bond Price using Binomial Lattice Model by Krishna Prasad

Finding of call/put option price when the underlying asset is Bond. (binomial lattice of i..., bond price, interest rate model)

Interestratebin.m

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