Tree Methods
Discrete barrier options by the Trinomial Tree method
Bond by the Black-Derman-Toy model
Swaption by the Black-Derman-Toy model
Calibration of the Black-Derman-Toy model
American Put by the Tree Method
American Put by the Tree Method with Control Variate
Methods Menu
Derivatives Markets
- Stock Options
Including Exotic Options - Interest Rate Derivatives
Short Rate Model - Credit Derivatives
structural Models and Reduced Models
