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

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

Usage: bitree(vers,task)
Input:
vers scalar: (=0) - european option, (=1) - american option
task scalar: (=1) - without dividend, (=2) - with continuously paid dividend, (=3) - in % of the stock value", (=4) - with a fixed dividend at the end of T, (=5) - if for exchange rate

Note:

Example:

library("finance")

bitree(1, 1)

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, 21.9.2000