Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: bs1 mcmillan

Macro: bitree
Description: calculates option prices using the Binomial tree

Usage: bs1(vers,task)
Input:
vers scalar , =1 without dividend =2 with continuously paid dividend =3 with a fixed dividend at the end of T =4 if for exchange rate
task scalar , =0 european option =1 american option

Example:
see optstart
Result:
option price  

Library: finance
See also: bs1 mcmillan

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Sperlich, Chtcherbinina 970311
(C) MD*TECH Method and Data Technologies, 28.6.1999