stockoptiontreegui: Plot a stock option Tree
In GUIDE: GUI for DErivatives in R

Description Usage Details Value Author(s) References See Also

Function to plot a Binomial stock Tree

1	stockoptiontreegui()

The user inputs are as follows:
Type of Option: chosen between Call/Put
Exercise style: chosen between European/American
Stock Price: to be entered in numbers for e.g. 120.50
Strike price: to be entered in numbers for e.g. 110.50
Time in number of years: to be entered in decimals. For e.g. 0.25 for a quarter year
Volatility(or sigma) per annum: to be entered in decimals. For e.g. 0.25 for 25 percent
Risk free rate per annum: to be entered in percent. For e.g. enter 5.0 for 5 percent
u: up move factor- to be entered in decimals. For e.g. 1.25
d: down move factor- to be entered in decimals. For e.g. 0.80
q: probability of up move- to be entered in decimals. For e.g. 0.60
Dividend yield: to be entered in decimals. For e.g. 0.02 for 2 percent
No of steps: Clicking on the '+' and '-' respectively increases and decreases the value.
Plot type: chosen between Stock tree / option tree

A plot of Stock Tree / Option Tree with user specified parameters.

S Subramanian <ssubramanian@sssihl.edu.in>

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

blackscholes

GUIDE documentation built on May 2, 2019, 9:32 a.m.