Asian option price using binomial tree [Excel VBA]

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Category: Excel	View Full Details
Asian option price using binomial tree
Submitter: vanna	Date: 2009/1/16

Description: This file calculates price of an asian option using binomial tree method as suggested in paper: Hull, J., and A. White, "Efficient Procedures for Valuing European and American Path-Dependent Options," Journal of Derivatives, Volume 1, pp. 21-31. It compares results as mentioned in Exhibit 4 If you do not have a copy of this paper, please PM me and I will send it to you. 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
3538 0 bytes Excel VBA http://www.quantcode.com/
Rating: 0.00 (0 votes) Rate this File \| Modify \| Delete \| Report Broken File \| Tell a Friend \| Comments (14)

Poster	Thread
seyma	Posted: 2009/1/15 2:35 Updated: 2009/1/15 2:35
Just popping in Joined: 2009/1/14 From: Posts: 3	Re: Asian option price using binomial tree thank you very much:)

Poster	Thread
berberryq	Posted: 2009/8/3 11:28 Updated: 2009/8/3 11:28
Just popping in Joined: 2009/8/3 From: Posts: 1	Re: Asian option price using binomial tree hello do you have matlab version for calculating asian options in tree model? please help me!!

Poster	Thread
msy	Posted: 2009/12/21 16:32 Updated: 2009/12/21 16:32
Just popping in Joined: 2009/12/21 From: Posts: 1	Re: Asian option price using binomial tree The European put/call seem to give the same result?

Poster	Thread
Anonymous	Posted: 2011/10/18 22:11 Updated: 2011/11/5 15:13
	Asian option price using binomial tree Thank you, I'm looking a VBA..but I have some difficulty to read, Can you please tell me which part makes it "Asian" ? It looks CRR tree without Asian option..but I'm not sure where is the difference..

Poster	Thread
Anonymous	Posted: 2012/2/4 13:45 Updated: 2012/3/18 11:15
	Asian option price using binomial tree Have you got any asian option for Binomial and Trinomial tree example please?

Poster	Thread
Anonymous	Posted: 2012/3/12 12:17 Updated: 2012/3/18 11:15
	Asian option price using binomial tree hi, can i have a copy of Hall's and White article. my mail is hadi_gilan@yahoo.com thanks.

Poster	Thread
Anonymous	Posted: 2012/4/12 4:26 Updated: 2012/5/6 19:19
	Asian option price using binomial tree hey can you please try to forward me the above mentioned paper and any more easy(to understand) asian pricing vba code if possible. Thanks for your time. Please forward it on raghuveer.paturi@gmail.com

Poster	Thread
Anonymous	Posted: 2012/6/7 17:08 Updated: 2012/6/10 12:20
	Asian option price using binomial tree Hi, could you please send me a copy of the above mentioned paper as well? I would like to know what the term 'h' in the file stands for. my mail is cuddles1154@yahoo.co.uk

Poster	Thread
Anonymous	Posted: 2013/1/30 7:52 Updated: 2013/2/10 12:47
	Asian option price using binomial tree Can you send me a copy of the paper? I would greatly appreciate it. moniqueberlee@gmail.com

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