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Cox-Ross-Rubinstein Tree Analysis

Price and analyze Cox-Ross-Rubinstein equity instrument

Functions

asianbycrrPrice Asian option from Cox-Ross-Rubinstein binomial tree
barrierbycrrPrice barrier option from Cox-Ross-Rubinstein binomial tree
cbondbycrrPrice convertible bonds from CRR binomial tree
compoundbycrrPrice compound option from Cox-Ross-Rubinstein binomial tree
crrpriceInstrument prices from Cox-Ross-Rubinstein tree
crrsensInstrument prices and sensitivities from Cox-Ross-Rubinstein tree
lookbackbycrrPrice lookback option from Cox-Ross-Rubinstein binomial tree
optstockbycrr Price stock option from Cox-Ross-Rubinstein tree
derivgetGet derivatives pricing options
derivsetSet or modify derivatives pricing options

Examples and How To

Concepts