Welcome to Pocket Binomial Trees!

This app is intended for mathematical finance and actuarial students studying the binomial option pricing model.

The app can be used to calculate time 0 prices of one and two period European/American options. Asset value, intermediate prices, risk-neutral probabilities and pay-offs at expiration are also calculated and shown in the traditional 'tree' form of the model.

Please feel free to contact me directly if you have any questions:
[email protected]