Equal Probabilities Binomial Tree Analysis

Price and analyze equal probabilities equity instrument

Functions

`asianbyeqp`	Price Asian option from Equal Probabilities binomial tree
`barrierbyeqp`	Price barrier option from Equal Probabilities binomial tree
`cbondbyeqp`	Price convertible bonds from EQP binomial tree
`compoundbyeqp`	Price compound option from Equal Probabilities binomial tree
`eqpprice`	Instrument prices from Equal Probabilities binomial tree
`eqpsens`	Instrument prices and sensitivities from Equal Probabilities binomial tree
`lookbackbyeqp`	Price lookback option from Equal Probabilities binomial tree
`optstockbyeqp`	Price stock option from Equal Probabilities binomial 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.
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™.