Tag Archive 'trinomial options pricing model'

Trinomial Option Pricing Trees offer a fair-value lattice-model for both American and Bermuda styled options. The pricing tree can also be modified to suit more specific modelling purposes. A short applescript was created for the purpose of creating trinomial trees in Microsoft Mac Excel 2008.

Read Full Post »

Disclaimer: Material posted on 24-something does not contain (and should not be construed as containing) personal financial or investment advice or other recommendations. The information provided does not take into account your particular investment objectives, financial situation or investment needs. You should assess whether the information provided is appropriate to your particular investment objectives, financial situation and investment needs. You should do this before making an investment decision based on the material above. You can either make this assessment yourself or seek the assistance of an independent financial advisor. 24-Something, associated parties and Tariq Scherer accept no responsibility for any use that may be made of these comments and for any consequences that result.