Pricing Interest Options with Negative Rates (for Video Demo)
Updated Thu, 30 Mar 2017 17:32:43 +0000
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.
MathWorks Quant Team (2023). 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. Retrieved .
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