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S 8.29 K 8.29 Vol 40% u Tasa r 3.50% d Plazo 0.25 años p Nodos 25 Bimestrales 1-p # Nodos 25 0.0100 R 1.00035 Periodos 25 Dt
26

Arbol Binomial 25p.

Dec 03, 2015

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Pepe Ruiz

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Page 1: Arbol Binomial 25p.

S 8.29K 8.29Vol 40% u 1.0408Tasa r 3.50% d 0.9608Plazo 0.25 años p 0.4944Nodos 25 Bimestrales 1-p 0.5056# Nodos 25

0.0100R 1.00035Periodos 25

Dt

Page 2: Arbol Binomial 25p.

0 1 2 3 4 5 6

Page 3: Arbol Binomial 25p.

10.542.36

10.132.00

9.73 9.731.66 1.64

9.35 9.351.37 1.34

8.98 8.98 8.981.11 1.08 1.05

8.63 8.63 8.630.89 0.86 0.83

8.29 8.29 8.29 8.290.700742 0.67 0.64 0.61

7.96 7.96 7.960.52 0.49 0.46

7.65 7.65 7.650.37 0.34 0.31

7.35 7.350.25 0.23

7.06 7.060.16 0.14

6.790.10

6.52

Page 4: Arbol Binomial 25p.

0.05

Page 5: Arbol Binomial 25p.

7 8 9 10 11 12 13 14

v

Page 6: Arbol Binomial 25p.

14.516.25

13.945.69

13.40 13.405.14 5.14

12.87 12.874.62 4.62

12.37 12.37 12.374.12 4.12 4.11

11.88 11.88 11.883.64 3.64 3.63

11.42 11.42 11.42 11.423.19 3.18 3.17 3.16

10.97 10.97 10.97 10.972.76 2.75 2.73 2.72

10.54 10.54 10.54 10.542.34 2.33 2.31 2.30

10.13 10.13 10.13 10.131.97 1.95 1.93 1.91

9.73 9.73 9.73 9.731.61 1.59 1.56 1.53

9.35 9.35 9.35 9.351.31 1.28 1.25 1.22

8.98 8.98 8.98 8.981.02 0.98 0.95 0.91

8.63 8.63 8.63 8.630.79 0.76 0.72 0.69

8.29 8.29 8.29 8.290.58 0.54 0.50 0.46

7.96 7.96 7.96 7.960.43 0.40 0.36 0.33

7.65 7.65 7.65 7.650.29 0.26 0.23 0.19

7.35 7.35 7.35 7.350.20 0.18 0.15 0.13

7.06 7.06 7.06 7.060.12 0.10 0.08 0.06

6.79 6.79 6.79 6.790.08 0.07 0.05 0.04

6.52 6.52 6.52 6.52

Page 7: Arbol Binomial 25p.

0.04 0.03 0.02 0.016.27 6.27 6.27 6.270.03 0.02 0.01 0.01

6.02 6.02 6.02 6.020.01 0.01 0.00 0.00

5.78 5.78 5.780.00 0.00 0.00

5.56 5.56 5.560.00 0.00 0.00

5.34 5.340.00 0.00

5.13 5.130.00 0.00

4.930.00

4.740.00

Page 8: Arbol Binomial 25p.

15 16 17 18 19 20 21 22

19.9911.71

19.2010.92

18.45 18.4510.17 10.17

17.73 17.739.45 9.45

17.03 17.03 17.03

Page 9: Arbol Binomial 25p.

8.76 8.76 8.7516.36 16.36 16.36

8.10 8.09 8.0915.72 15.72 15.72 15.72

7.46 7.45 7.45 7.4415.11 15.11 15.11 15.11

6.84 6.84 6.83 6.8314.51 14.51 14.51 14.51

6.25 6.24 6.24 6.2313.94 13.94 13.94 13.94

5.68 5.68 5.67 5.6713.40 13.40 13.40 13.40

5.13 5.13 5.12 5.1212.87 12.87 12.87 12.87

4.61 4.61 4.60 4.5912.37 12.37 12.37 12.37

4.10 4.10 4.09 4.0911.88 11.88 11.88 11.88

3.62 3.62 3.61 3.6011.42 11.42 11.42 11.42

3.15 3.15 3.14 3.1410.97 10.97 10.97 10.97

2.71 2.70 2.70 2.6910.54 10.54 10.54 10.54

2.28 2.27 2.26 2.2610.13 10.13 10.13 10.13

1.89 1.87 1.86 1.859.73 9.73 9.73 9.731.51 1.49 1.46 1.45

9.35 9.35 9.35 9.351.19 1.15 1.12 1.09

8.98 8.98 8.98 8.980.87 0.83 0.79 0.74

8.63 8.63 8.63 8.630.64 0.60 0.55 0.49

8.29 8.29 8.29 8.290.42 0.37 0.32 0.25

7.96 7.96 7.96 7.960.29 0.25 0.20 0.15

7.65 7.65 7.65 7.650.16 0.12 0.08 0.04

7.35 7.35 7.35 7.350.10 0.07 0.05 0.02

7.06 7.06 7.06 7.060.04 0.03 0.01 0.00

6.79 6.79 6.79 6.790.02 0.01 0.00 0.00

6.52 6.52 6.52 6.52

Page 10: Arbol Binomial 25p.

0.01 0.00 0.00 0.006.27 6.27 6.27 6.270.00 0.00 0.00 0.00

6.02 6.02 6.02 6.020.00 0.00 0.00 0.00

5.78 5.78 5.78 5.780.00 0.00 0.00 0.00

5.56 5.56 5.56 5.560.00 0.00 0.00 0.00

5.34 5.34 5.34 5.340.00 0.00 0.00 0.00

5.13 5.13 5.13 5.130.00 0.00 0.00 0.00

4.93 4.93 4.93 4.930.00 0.00 0.00 0.00

4.74 4.74 4.74 4.740.00 0.00 0.00 0.00

4.55 4.55 4.55 4.550.00 0.00 0.00 0.00

4.37 4.37 4.37 4.370.00 0.00 0.00 0.00

4.20 4.20 4.200.00 0.00 0.00

4.04 4.04 4.040.00 0.00 0.00

3.88 3.880.00 0.00

3.72 3.720.00 0.00

3.580.00

3.440.00

Page 11: Arbol Binomial 25p.

23 24 2522.5314.24

21.6513.36

20.80 20.8012.52 12.51

19.9911.70

19.20 19.2010.92 10.91

18.4510.16

17.73 17.739.44 9.44

17.03

Page 12: Arbol Binomial 25p.

8.7416.36 16.36

8.08 8.0715.72

7.4315.11 15.11

6.82 6.8214.51

6.2313.94 13.94

5.66 5.6513.40

5.1112.87 12.87

4.59 4.5812.37

4.0811.88 11.88

3.60 3.5911.42

3.1310.97 10.97

2.68 2.6810.54

2.2510.13 10.13

1.84 1.849.731.44

9.35 9.351.06 1.06

8.980.69

8.63 8.630.43 0.34

8.290.17

7.96 7.960.08 0.00

7.650.00

7.35 7.350.00 0.00

7.060.00

6.79 6.790.00 0.00

6.52

Page 13: Arbol Binomial 25p.

0.006.27 1.630.00 0.00

6.020.00

5.78 5.780.00 0.00

5.560.00

5.34 5.340.00 0.00

5.130.00

4.93 4.930.00 0.00

4.740.00

4.55 4.550.00 0.00

4.370.00

4.20 4.200.00 0.00

4.040.00

3.88 3.880.00 0.00

3.720.00

3.58 3.580.00 0.00

3.440.00

3.30 3.300.00 0.00

3.170.00

3.050.00

Page 14: Arbol Binomial 25p.

S 102.14K 117.461Vol 54% u 1.0891Tasa r 3.50% d 0.9182Plazo 0.25 años p 0.4838Nodos 10 Bimestrales 1-p 0.5162# Nodos 10

0.0250R 1.000875Periodos 10

Dt

Page 15: Arbol Binomial 25p.

0 1 2 3 4 5 6

170.4853.43

156.5340.14

143.72 143.7229.09 27.75

131.96 131.9620.39 18.77

121.16 121.16 121.1613.88 12.28 10.39

111.24 111.24 111.249.21 7.80 6.21

102.14 102.14 102.14 102.145.97 4.85 3.63 2.30

93.78 93.78 93.782.95 2.08 1.21

86.11 86.11 86.111.18 0.64 0.20

79.06 79.060.33 0.10

72.59 72.590.05 0.00

66.650.00

61.190.00

Page 16: Arbol Binomial 25p.

7 8 9 10239.88122.42

220.25102.89

202.23 202.2384.97 84.77

185.68 185.6868.52 68.32

170.48 170.4853.23 53.02

156.53 156.5339.38 39.17

143.72 143.7226.46 26.26

131.96 131.9616.91 14.60

121.16 121.167.98 3.70

111.24 111.244.30 1.79

102.14 102.140.86 0.00

93.78 93.780.42 0.00

86.11 86.110.00 0.00

79.06 79.060.00 0.00

72.59 72.590.00 0.00

66.65 66.650.00 0.00

61.19 61.190.00 0.00

56.19 56.190.00 0.00

51.59 51.590.00 0.00

47.370.00

43.490.00

Page 17: Arbol Binomial 25p.

S 102.14K 100Vol 54% u 1.2466Tasa i 3.50% d 0.8022Plazo 1.5 años p 0.4583Nodos 2 Bimestrales 1-p 0.5417# Nodos 9

0.1667

0 1 2 3 4 5

307.540.00

246.700.82

197.89 197.893.39 1.52

158.74 158.748.12 5.61

127.33 127.33 127.3314.76 12.20 9.12

102.14 102.14 102.1422.70 20.54 17.92

81.93 81.93 81.9329.66 27.82 25.55

65.72 65.7237.69 36.50

52.72 52.7246.45 46.15

42.2955.37

33.9263.77

Dt

Page 18: Arbol Binomial 25p.

6 7 8 9

742.800.00

595.840

477.96 477.960.00 0.00

383.40 383.400.00 0

307.54 307.540.00 0.00

246.70 246.700.00 0

197.89 197.890.00 0.00

158.74 158.742.82 0

127.33 127.335.24 0.00

102.14 102.1414.55 9.73

81.93 81.9322.58 18.07

65.72 65.7235.13 33.70

52.72 52.7246.12 47.28

42.29 42.2955.98 57.13

33.92 33.9264.92 66.08

27.21 27.2171.05 72.21

21.83 21.8377.01 78.17

Page 19: Arbol Binomial 25p.

17.5181.91

14.0485.96

Page 20: Arbol Binomial 25p.

S 102.14K 100Vol 54% u 1.2466Tasa i 3.50% d 0.8022Plazo 1.5 años p 0.4583Nodos 2 Bimestrales 1-p 0.5417# Nodos 9

0.1667

0 1 2 3 4 5 6

383.400.00

307.540.00

246.70 246.700.82 0.00

197.89 197.893.42 1.52

158.74 158.74 158.748.23 5.65 2.82

127.33 127.33 127.3315.04 12.39 9.21

102.14 102.14 102.14 102.1423.28 20.97 18.22 14.72

81.93 81.93 81.9330.49 28.45 26.04

65.72 65.72 65.7238.88 37.41 35.90

52.72 52.7248.13 47.44

42.29 42.2957.71 57.71

33.9266.08

27.21

Dt

Page 21: Arbol Binomial 25p.

72.79

Page 22: Arbol Binomial 25p.

7 8 9

742.800.00

595.840.00

477.96 477.960.00 0.00

383.400.00

307.54 307.540.00 0.00

246.700.00

197.89 197.890.00 0.00

158.740.00

127.33 127.335.24 0.00

102.149.73

81.93 81.9322.89 18.07

65.7234.28

52.72 52.7247.28 47.28

42.2957.71

33.92 33.9266.08 66.08

27.21

Page 23: Arbol Binomial 25p.

72.7921.83 21.8378.17 78.17

17.5182.49

14.0485.96