FinMath.p Method

Namespace: OberMind.Quant
Assembly: OberMind (in OberMind.dll)
p(robability) in binomial model
VB
C#
F#
C++
JScript
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public static double p( 
   double t, 
   double s, 
   int n, 
   double r 
)
This language is not supported or no code example is available.
VB
C#
F#
C++
JScript
Copy 
public:  
static double p( 
   double t, 
   double s, 
   int n, 
   double r 
) 
This language is not supported or no code example is available.
VB
C#
F#
C++
JScript
Copy 
public static function p( 
    t : double, 
    s : double, 
    n : int, 
    r : double 
) : double;
This language is not supported or no code example is available.

Parameters

t
double

time to expiration in fraction of year

s
double

annual volatility (standard deviation of log returns)

n
int

number of binomial periods

r
double

annual risk free interest rate

Return Value

double
See Also
 

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Definition