Binary Option Pricing Model 1.0

Date Added: April 22, 2013 | Visits: 391

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This code can be used to price binary options. A binary options have a payoff of 0 or 1. I wrote this code to price the fair value of the Intrade.com contract: (DOW to close HIGHER than prev close).

Requirements: No special requirements

Platforms: Matlab

Keyword: Binary, Close, Contract, Higher, Intradecom, Options, Payoff, Price, Wrote

Users rating: 0/10

License: Shareware

Size: 10 KB

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