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[Octave-patch-tracker] [patch #8210] Addition to financial package: binp


From: Parsiad Azimzadeh
Subject: [Octave-patch-tracker] [patch #8210] Addition to financial package: binprice.m function
Date: Sun, 13 Oct 2013 18:16:06 +0000
User-agent: Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/29.0.1547.66 Safari/537.36

URL:
  <http://savannah.gnu.org/patch/?8210>

                 Summary: Addition to financial package: binprice.m function
                 Project: GNU Octave
            Submitted by: parsiad
            Submitted on: Sun 13 Oct 2013 18:16:06 GMT
                Category: None
                Priority: 5 - Normal
                  Status: None
                 Privacy: Public
             Assigned to: None
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any

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Details:

Added binomial tree pricing for American options.

Does not currently include ex-dividends, but this should be easy enough to add
in the future.




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File Attachments:


-------------------------------------------------------
Date: Sun 13 Oct 2013 18:16:06 GMT  Name: 2013.10.13.parsiad-financial.patch 
Size: 6kB   By: parsiad

<http://savannah.gnu.org/patch/download.php?file_id=29369>

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Reply to this item at:

  <http://savannah.gnu.org/patch/?8210>

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