<-- Stock Price
<-- Ex. Price
<-- Expire Time
<-- Volatility
<-- Risk Free %

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.

What 4 formulas are used for the Cox-Ross-Rubenstein Pricing Calculator?

Number of binomial branches (n) = 2t
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
The product of an integer and all the integers below it
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
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
the shares of which ownership of a corporation or company is divided