Pricing Interest Options with Negative Rates (for Video Demo)

Versione 1.0.0.0 (32,6 KB) da MathWorks Quant Team
The file is designed to demonstrate how to pricing interest rate options in negative rates
0.0
(0)
93 download
Aggiornato 30 mar 2017

Visualizza la licenza

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.

Cita come

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. Recuperato .

Compatibilità della release di MATLAB
Creato con R2017a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Price and Analyze Financial Instruments in Help Center e MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versione Pubblicato Note della release
1.0.0.0