How to Price Interest Rate Options with Negative Interest Rates - MATLAB
Video Player is loading.
Current Time 0:00
Duration 3:05
Loaded: 32.45%
Stream Type LIVE
Remaining Time 3:05
 
1x
  • Chapters
  • descriptions off, selected
  • captions off, selected
      Video length is 3:05

      How to Price Interest Rate Options with Negative Interest Rates

      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™.

      Recorded: 11 Apr 2017