Pricing Interest Options with Negative Rates (for Video Demo)

The file is designed to demonstrate how to pricing interest rate options in negative rates
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Aktualisiert 30. Mär 2017

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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.

Zitieren als

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. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2017a
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Version Veröffentlicht Versionshinweise
1.0.0.0