《Information Science》To Build The Excercise Of Connecting Lines

To save the data,the Data Structure is two array,to save the position of the points.The objects have the checked/unchecked data,the class may have the property.In the left array,among the points,only one can be checked.The element of the right rarray is so.
The state can be changed by the point is clicked.To update the state by the user input.To save the state with an array two by two.To draw the lines by the data of the final array.Clicked the point of left one is checked/unchecked,save it to the final array,click the other point in the right,if checked and determined,save it to the final array,or remove the point before.In recycling,with the saving data,two by two,draw the lines.Do you understand?
在这里插入图片描述

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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