How does the Cox-Ross-Rubenstein Pricing Calculator work?
Free Cox-Ross-Rubenstein Pricing Calculator - Using the Cox-Ross-Rubenstein method, this calculates the call price and put price of an option.
This calculator has 5 inputs.
This calculator has 5 inputs.
What 4 formulas are used for the Cox-Ross-Rubenstein Pricing Calculator?
Number of binomial branches (n) = 2t
ev√t/n
d = 1/u
p = (rr - d)/(u - d)
For more math formulas, check out our Formula Dossier
ev√t/n
d = 1/u
p = (rr - d)/(u - d)
For more math formulas, check out our Formula Dossier
What 7 concepts are covered in the Cox-Ross-Rubenstein Pricing Calculator?
- call option
- an option to buy assets at an agreed price on or before a particular date
- cox-ross-rubenstein pricing
- a multi-period market model
- factorial
- The product of an integer and all the integers below it
- option
- a contract which conveys to its owner, the holder, the right, but not the obligation, to buy or sell a specific quantity of an underlying asset or instrument at a specified strike price on or before a specified date
- price
- the amount of money expected, required, or given in payment for something
- put option
- an option to sell assets at an agreed price on or before a particular date
- stock
- the shares of which ownership of a corporation or company is divided
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