Pricing Interest Options with Negative Rates (for Video Demo)

버전 1.0.0.0 (32.6 KB) 작성자: MathWorks Quant Team
The file is designed to demonstrate how to pricing interest rate options in negative rates
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업데이트 날짜: 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.

인용 양식

MathWorks Quant Team (2025). 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. 검색 날짜: .

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개발 환경: R2017a
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Help Center 및 MATLAB Answers에서 Price and Analyze Financial Instruments에 대해 자세히 알아보기

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