求解

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

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.

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

分享0 收藏0 回帖

关键词：matlab code Volatility following increment maturity following between current months verify