Welcome to the Quant Equation Archive!
The Quant Equation Archive is a community project
to share and organize quantitative financial equations.
Binomial and Trinomial Trees
-->
|
| The Binomial tree is a discretized description of geometric Brownian motion which is often used to describe asset behavior. The structure is a recombining tree where the asset S can move either up or down. full text » |
 |
|
| This is the Jarrow and Rudd version of the Binomial tree. The Binomial tree is a discretized description of geometric Brownian motion which is often used to describe asset behavior. The structure is a recombining tree where the asset S can move either up or down. full text » |
|
|
| This is the Tian version of the Binomial tree. The Binomial tree is a discretized description of geometric Brownian motion which is often used to describe asset behavior. The structure is a recombining tree where the asset S can move either up or down. full text » |
|
|
| This is the Trigeorgis version of the Binomial tree. The Binomial tree is a discretized description of geometric Brownian motion which is often used to describe asset behavior. The structure is a recombining tree where the asset S can move either up or down. full text » |
|
|
| The Trinomial tree is a discretized description of geometric Brownian motion which is often used to describe asset behavior. The structure is a recombining tree where the asset S can move up, mid or down. full text » |
|
|