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Binomial Trees (Finance)

C# code to calculate the value of financial derivatives using the Binomial Trees algorithm. Calculates Calls, Puts, for American and European options. Check the source code directly to see how I have implemented the algorithm. 

The code is presented in a Console Application in a VS 2010 solution.


ċ
BinomialTrees.zip
(31k)
Tim Scarfe,
14 Jun 2010, 19:09
ċ
Program.cs.txt
(6k)
Tim Scarfe,
14 Jun 2010, 19:14
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