关于保本票据定价与收益代码的疑惑,请高手帮忙解答
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Price = 20;
Strike = 20;
Rate = 0.1;
Volatility = 0.3;
subplot(2,1,1)
t=1:-0.05:0;
Num = length(t);
PGNPrice = zeros(1,Num);
for i=1:Num;
[Call,Put] = blsprice(Price,Strike,Rate,t(i),Vo ...
2012-9-22 18:37 - 84208544 - 金融学(理论版)