Standard Trinomial Tree Analysis

Price and analyze standard trinomial equity instrument

Price and analyze equity option instruments using a standard trinomial tree model.

Functions

`asianbystt`	Price Asian options using standard trinomial tree
`barrierbystt`	Price barrier options using standard trinomial tree
`compoundbystt`	Price compound options using standard trinomial tree
`sttprice`	Price instruments using standard trinomial tree
`sttsens`	Instrument sensitivities and prices using standard trinomial tree
`lookbackbystt`	Price lookback options using standard trinomial tree
`optstockbystt`	Price vanilla options on stocks using standard trinomial 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^® Options structure provides additional input to most pricing functions.
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 European callable bond.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.