Option Pricing Methods

                                                                                                       Last update on December 26th, 2012
 

Option Pricing : Binomial models (Cox, Ross & Rubinstein, Jarrow-Rudd Risk Neutral and Tian)

Click here in order to get more information about these methods.


Enter your parameters
 
Stock price :
Strike price :
Free risk rate (0,05 for 5%) :
Volatility per year (0,1 for 10%) :
Maturity (year) :
No. Tree steps :
Option :



                                                      Values
Price CRR:
Price JR Risk Neutral :
Price Tian :
Price B&S :