Thiruspace.com : SampleTopics : 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

Strike Must be Numeric Spot Must be Numeric Input Optn ExerciseDt as YearFraction Input Yield as Percent Input Volatility as Percent Input Dividends as Percent Strike Px required Stock Px required Volatility required ExerciseDt required Input Zero for NonDividend Stock Yield Required

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