deepcalc
DocsBINOMIAL.AMERICAN.PUT

BINOMIAL.AMERICAN.PUT

View as markdown/docs/functions/binomial-american-put.md Ask Claude about this pageOpens Claude with this page's address

Binomial tree American put option price.

  • Origin: A deepcalc original
  • Excel: No equivalent
  • Google Sheets: No equivalent
  • Returns: Number

Examples

=BINOMIAL.AMERICAN.PUT(100, 105, 1, 0.05, 0.2, 50)
Result 8.73566606026396

Syntax

BINOMIAL.AMERICAN.PUT(S, K, T, r, sigma, steps)
S
number required
K
number required
T
number required
r
number required
sigma
number required
steps
number required
ASIAN.CALLAsian call on the geometric average of n_avg observations (exact closed form; approximates the arithmetic Asian). BARRIER.CALLBarrier call option: type 1=down-and-out, 2=down-and-in, 3=up-and-out, 4=up-and-in (Hull ch. 26 formulas). BINOMIAL.CALLBinomial tree call option price. BINOMIAL.PUTBinomial tree put option price. BS.CALLBlack-Scholes call option price. BS.CALL.DIVIDENDBlack-Scholes call option with dividend yield.