#
put
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This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar.
beta
price
call
coupons
put
finance-derivatives
american
par
zero-coupon
coupon-bond
finance-american
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Updated
Sep 9, 2017 - MATLAB
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).
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Updated
Sep 11, 2017 - MATLAB
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