Is there an Excel program (or VBA program) that can calculate a binomial tree?
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Bi/Trinomial Trees
- Thread starter TheBigShort
- Start date
Yes, for a simple CRR (Cox-Ross-Rubenstein) binomial tree, there are many. Just google the phrase: "CRR binomial excel" and you'll have your choice of dozens.Is there an Excel program (or VBA program) that can calculate a binomial tree?
Excel versions of Implied Binomial Trees are rarer. I've attached one. A link to the accompanying paper is on the first tab (sheet).
Attachments
Thank you. I appreciate your help.Yes, for a simple CRR (Cox-Ross-Rubenstein) binomial tree, there are many. Just google the phrase: "CRR binomial excel" and you'll have your choice of dozens.
Excel versions of Implied Binomial Trees are rarer. I've attached one. A link to the accompanying paper is on the first tab (sheet).
Has anyone over the years ever tried the Binomial model built into the "Hoadley investment tools"? Any any advice regarding these tools?
https://www.hoadley.net/options/strategymodel.htm
https://www.hoadley.net/options/strategymodel.htm
Has anyone over the years ever tried the Binomial model built into the "Hoadley investment tools"? Any any advice regarding these tools?
https://www.hoadley.net/options/strategymodel.htm
Ok so Hoadley is definitely an option ... should have used “search” earlier