Pricing Interest Options with Negative Rates (for Video Demo)

Versión 1.0.0.0 (32,6 KB) por MathWorks Quant Team
The file is designed to demonstrate how to pricing interest rate options in negative rates
0.0
(0)
94 Descargas
Actualizado 30 mar 2017

Ver licencia

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.

Citar como

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. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2017a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Price and Analyze Financial Instruments en Help Center y MATLAB Answers.

Community Treasure Hunt

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

Start Hunting!

Versión Publicado Notas de la versión
1.0.0.0