Videos and Webinars

How to Price Interest Rate Options with Negative Interest Rates

Kawee Numpacharoen, MathWorks

Using a normal volatility model, a shifted Black model, or a shifted SABR model, you can price interest rate options with negative interest rates in MATLAB^® and Financial Instruments Toolbox™.

Product Focus

Financial Instruments Toolbox

Recorded: 11 Apr 2017

Other Resources

Download the Code: Pricing Interest Options with Negative Rates

Related Products

Financial Instruments Toolbox

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