Financial Analytics
A Practitioner's Resourcekit
Author: Thiru Praturi
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Overview
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MarketView
QuestionBank
SampleTopics
StructuredNotes
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Overview
Methodology
Contents
Contact Me
MarketView
QuestionBank
SampleTopics
BondOptions Pricer
Credit Derivatives
Maturity Factor 4.3.4
Binomial Tree 2.4.1
Bond Convexity 4.3.9
Option Analytics 8.1.12
Option Greeks 8.2.5
YTM Calcs 4.2.5
Curve Analytics 11.1.2
IR Swaps 11.2.2
StructuredNotes
Range Accruals
Cliquets/Ratchets
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SampleTopics
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Binomial Tree 2.4.1
Build a Binomial Tree for Equity Options - A Practice Session
Change Following Option Parameters and Click on Button below to Build Tree-based Model.
Option
Type
Strike
Price
Underlying
Price
Exercise
Year(s)
Number
Period(s)
Volatility
%
RF Yield
%
Div Yield
%%
Call
Put
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20