Bond Price using Binomial Lattice Model

Versión 1.1.0.0 (1,84 KB) por Krishna Prasad
Finding of call/put option price when the underlying asset is Bond.
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Actualizado 23 nov 2011

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Since the interest rate are not constant so the Bond price is also fluctuate according to interest rate. This program find the short-rate Dynamics of Interest rate and accordingly Bond price, form where we can find the put/call option price.

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Krishna Prasad (2024). Bond Price using Binomial Lattice Model (https://www.mathworks.com/matlabcentral/fileexchange/33891-bond-price-using-binomial-lattice-model), MATLAB Central File Exchange. Recuperado .

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Se creó con R2006b
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Versión Publicado Notas de la versión
1.1.0.0

Adding some comment to make more understandable.
1.0.0.0