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kaikow
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Joined: October 22nd, 2002, 3:04 pm

Diagramming Trees

November 28th, 2002, 4:53 am

Are there any add-ins for Excel that would facilitate producing binomial tree diagrams such as figure 18.7 (lines connecting the nodes) and figure 18.5 (arrows connecting cells) in the 5th edition of Hull's Options, Futures, and Other Derivatives?I don't see anf built-in Excel chart types that appear to do these types of figures.
 
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mj
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Joined: December 20th, 2001, 12:32 pm

Diagramming Trees

November 28th, 2002, 7:47 am

in excel 2000 there's a drawing toolbar you can find by going view and then toolbars,MJ
 
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kaikow
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Joined: October 22nd, 2002, 3:04 pm

Diagramming Trees

November 28th, 2002, 3:16 pm

Yes, but I do not see a way to use the Drawing toolbar to automatically draw a tree.Manual generation would be very time consuming.
 
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grabben
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Joined: August 23rd, 2002, 12:47 pm

Diagramming Trees

November 29th, 2002, 12:13 pm

Hi kaikow!If you can create the nodes of the Binominal tree, it's quite easy to create the tree in excel using the Line-chart. The easiest way to do it is to create two copy's of the nodes, one top-aligned and one bottom-aligned, select them both and just create the chart using the chart wizard (I think it's called that...). Just remember to order the series by rows. I've included an example.
 
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kaikow
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Joined: October 22nd, 2002, 3:04 pm

Diagramming Trees

November 29th, 2002, 11:07 pm

Thanx.I'll give it a try.
Last edited by kaikow on November 29th, 2002, 11:00 pm, edited 1 time in total.