Bond Price using Binomial Lattice Model 1.0

Date Added: July 26, 2013 | Visits: 414

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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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