全部版块 我的主页
论坛 金融投资论坛 六区 金融学(理论版) 金融工程(数量金融)与金融衍生品
1064 0
2011-01-14
Write MATLAB code to verify put-call parity with the following data:
Strikes varying between 35 and 65 in steps of 5; riskless rate = 3% per year; volatility varying between 20% and 60% in steps of 5%; current spot varying between 40 and 55 in steps of 5; maturity varying between 1 months in 9 months in increments of 1 month.
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群