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Bond Price using Binomial Lattice Model 1.0

  Date Added: July 26, 2013  |  Visits: 226

Bond Price using Binomial Lattice Model

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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.

Requirements: No special requirements
Platforms: Matlab
Keyword: Constant Dynamics Interest Option Program Putcall Shortrate
Users rating: 0/10

License: Shareware Size: 10 KB
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