Financial Quantitative Algorithms
The Binomial Tree was the numerical method to extend the Black Scholes analysis. It has certain limitations, but is extremely versatile and fast.
Java Applets - Pricing Options on Equity using the Binary Tree technique
| Binary tree method | European(E) Call and Put | Binary Pricer |
| Binary tree method | American(A) Call and Put | Binary Pricer |
| Binary tree method | Bermudean Call and Put (B) | Binary Pricer |
www.javaquant.net © 2006 H. Aliaga. Design by Cesar.
XHTML 1.0 Strict