Cox-Ross-Rubinstein Tree Analysis

Price and analyze Cox-Ross-Rubinstein equity instrument

Functions

`asianbycrr`	Price Asian option from Cox-Ross-Rubinstein binomial tree
`barrierbycrr`	Price barrier option from Cox-Ross-Rubinstein binomial tree
`cbondbycrr`	Price convertible bonds from CRR binomial tree
`compoundbycrr`	Price compound option from Cox-Ross-Rubinstein binomial tree
`crrprice`	Instrument prices from Cox-Ross-Rubinstein tree
`crrsens`	Instrument prices and sensitivities from Cox-Ross-Rubinstein tree
`lookbackbycrr`	Price lookback option from Cox-Ross-Rubinstein binomial tree
`optstockbycrr`	Price stock option from Cox-Ross-Rubinstein tree
`derivget`	Get derivatives pricing options
`derivset`	Set or modify derivatives pricing options

Pricing Equity Derivatives Using Trees
Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.
Computing Equity Instrument Sensitivities
The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.
Pricing Options Structure
The MATLAB^®Optionsstructure provides additional input to most pricing functions.
Pricing European Call Options Using Different Equity Models
This example illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.
Pricing Asian Options
This example shows how to price a European Asian option using six methods in the Financial Instruments Toolbox™.
Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to usetreeviewerto examine tree information for a Hull-White tree when you price a Europrean callable bond.

Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.