Pricing Interest Options with Negative Rates (for Video Demo)

版本 1.0.0.0 (32.6 KB) 作者: MathWorks Quant Team
The file is designed to demonstrate how to pricing interest rate options in negative rates
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更新时间 2017/3/30

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The file is designed to demonstrate how to pricing interest rate options in negative rates by comparing with the pricing model in positive rates. So users can clearly see the differences between the pricing of interest rate options in both positive and negative rates.

引用格式

MathWorks Quant Team (2024). Pricing Interest Options with Negative Rates (for Video Demo) (https://www.mathworks.com/matlabcentral/fileexchange/62050-pricing-interest-options-with-negative-rates-for-video-demo), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.0.0.0