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RSS订阅原创 BSM期权定价函数
import math import numpy as np import matplotlib as mpl import matplotlib.pyplot as plt mpl.rcParams['font.family'] = 'serif' from scipy.integrate import quad #利用积分求面积 #Help Function def dN(x): #Probability density function of standard normal random.
2021-09-23 11:09:38
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原创 01绘制欧式期权内在价值折线图
import numpy as np import matplotlib as mpl import matplotlib.pyplot as plt mpl.rcParams['font.family'] = 'serif' # Option Strike K = 8000 #Graphical Output S = np.linspace(7000,9000,100) h = np.maximum(S-K, 0) plt.figure() plt.plot(S,h,lw=2.5) plt.
2021-09-18 17:29:40
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