LearnPython3theHardWay__Excercise 9 Printing,Printing,Printing

知识点:巩固print里变量的输入和三引号的用法,\n的含义是换行
笨方法继续从练习中学习,开始print!

# Here's some new strange stuff, remember type it exactly.

days = "Mon Tue Wed Thu Fri Sat Sun"
months = "Jan\nFeb\nMar\nApr\nMay\nJun\nJul\nAug"

print("Here are the days:", days)
print("Here are the months:", months)

print("""
There's something going on here.
With the three double-quotes.
We'll be able to type as much as we like.
Even 4 lines if we want, or 5, or 6.
""")

三引号后面可以输入多行内容,可以是三个单个号或三个双引号,但必须成对出现


What you should see
Here are the days: Mon Tue Wed Thu Fri Sat Sun
Here are the months: Jan
Feb
Mar
Apr
May
Jun
Jul
Aug

There's something going on here.
With the three double-quotes.
We'll be able to type as much as we like.
Even 4 lines if we want, or 5, or 6.

Study Drill

跟上节课一样,检查纠错

To plot C versus S for 0 ≤ S ≤ 200, we can use the following MatLab code: ```matlab E = 100; % Exercise price T = 1; % Expiry date r = 0.05; % Risk-free interest rate sigma = 0.3; % Volatility S = linspace(0, 200, 1000); C = zeros(size(S)); for i = 1:numel(S) C(i) = EuropeanCall(S(i), E, r, sigma, T); end plot(S, C); xlabel('S'); ylabel('C'); title('European Call Option Price'); ``` This code first defines the parameters of the option, and then generates a range of values for S between 0 and 200 using the `linspace` function. For each value of S, the code calculates the option price using the `EuropeanCall` function (which can be obtained from various sources). Finally, the code plots the option price as a function of S using the `plot` function. To plot the value of C(S, t) at different values of t between t = 0 and t = T, we can modify the above code as follows: ```matlab E = 100; % Exercise price T = 1; % Expiry date r = 0.05; % Risk-free interest rate sigma = 0.3; % Volatility S = linspace(0, 200, 1000); t = linspace(0, T, 1000); C = zeros(numel(S), numel(t)); for i = 1:numel(S) for j = 1:numel(t) C(i, j) = EuropeanCall(S(i), E, r, sigma, T - t(j)); end end surf(S, t, C); xlabel('S'); ylabel('t'); zlabel('C'); title('European Call Option Price'); ``` This code generates a grid of values for S and t using `linspace`, and then calculates the option price for each combination of S and t using a nested loop. The option price is stored in a matrix `C`, and is plotted as a surface using the `surf` function. As t approaches T, the option price converges to the intrinsic value of the option, which is max(S - E, 0) for a call option. This is because as the expiry date approaches, the option has less time to move in the money, and its time value decreases.
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