This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
Valuation of Exotic Options using Binomial Trees and Implied Volatility from Black Scholes Merton. Valuation of Bonds and Interest Rate Swaps using Bootstrap, Modified Duration and Convexity.
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