This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar. There are two files, one for calculating the put and the second one for the call.
- Inputs: x (year), y (year), r (%) (initial short rate), betta (%) and mu (%), sigma (%) and number of partitions during the option's life n, and strike price X (% of par).
- Output: Price of the put or the call (depending on the selected file).
The folder Main includes two files:
- American_zero_coupon_put.m
- American_zero_coupon_call.m
Just run the file you need for calculating a put or call price.
In MatLab, just run the given files.
Suppose x = 1, y = 2, r = 4(%), betta = 20(%), mu = 4(%), sigma = 10(%), n = 30 and X = 90(%). The price of the put is 0.0167024.
Again, suppose that x = 1, y = 2, r = 4(%), betta = 20(%), mu = 4(%), sigma = 10(%), n = 30 and X = 90(%). The price of a call is 5.87267.