Main Content

Cox-Ross-Rubinstein Tree Setup

Propagate Cox-Ross-Rubinstein equity tree

Functions

crrtimespecSpecify time structure for Cox-Ross-Rubinstein tree
crrtreeBuild Cox-Ross-Rubinstein stock tree
stockspecCreate stock structure

Topics

Understanding Equity Trees

Financial Instruments Toolbox™ supports five types of recombining tree models to represent the evolution of stock prices.

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.

Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond

This example demonstrates how to use treeviewer to examine tree information for a Hull-White tree when you price a Europrean callable bond.