This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
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