Phat Loc
09-29-2004, 12:01 AM
Attached is my capstone project on implied trinomial trees. The paper covers getting an implied volatility surface which may or may not help with Neftcis HW # 2. The link to the web program is at
http://phatloc.net:8080/QuantStudents/2002/Phat%20Loc/Implied%20Trinomial%20Trees/setupTree.jsp
You cant change the inputs because I dont do all the checking that might cause infinite loops. I can post up the code if anyone ones to see it, but it is written in java.
http://phatloc.net:8080/QuantStudents/2002/Phat%20Loc/Implied%20Trinomial%20Trees/setupTree.jsp
You cant change the inputs because I dont do all the checking that might cause infinite loops. I can post up the code if anyone ones to see it, but it is written in java.