Convertible bond on Tsiveriotis Fernandes Binomial Tree [Octave Matlab]

Category: Matlab	View Full Details
Convertible bond on Tsiveriotis Fernandes Binomial Tree
Submitter: vanna	Date: 2007/5/1

Description: Computes convertible bond price in Tsiveriotis Fernandes model using Jarrow Rudd Binomial tree Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
1926 0 bytes Octave Matlab http://www.quantcode.com/
Rating: 0.00 (0 votes) Rate this File \| Modify \| Delete \| Report Broken File \| Tell a Friend \| Comments (3)

Poster	Thread
Anonymous	Posted: 2012/4/15 7:43 Updated: 2012/5/6 19:19
	Convertible bond on Tsiveriotis Fernandes Binomial Tree Hi, can anyone help me interpret this script? I am trying to tailor this script as an alternative for the built-in function 'cbprice' that I cannot get working. However, there are several parts of the code I do not understand. Can/will you help me? tomhagenaars@hotmail.com

Poster	Thread
Anonymous	Posted: 2012/12/9 15:14 Updated: 2012/12/14 22:23
	Convertible bond on Tsiveriotis Fernandes Binomial Tree Hello vanna, I would like to ask you pleasee a question about your code for bond option pricing (G2++). Is it possible to get your email or to contact me on crougeaux@hotmail.fr? Thank you Sincerely Christophe

Discuss this file. Just enter your message and click on submit. No registration is required.