options_pricing 源码
互动期权价格走势图 使用ipywidgets构造并使用matplotlib绘制的滑块 $$ c(t)= S(t)N(d_1)-e ^ {-r(Tt)} XN(d_2)$$ $$ d_1 = \ frac {ln \ left(\ frac {S(t)} {x} \ right)+(r + \ frac {1} {2} \ sigma ^ 2)(Tt)} {\ sigma \ sqrt {Tt}} $$ $$ d_2 = d_1-\ sigma \ sqrt {Tt} $$
文件列表
options_pricing-main.zip
(预估有个4文件)
options_pricing-main
README.md
331B
.ipynb_checkpoints
options_pricing-checkpoint.ipynb
96KB
option_pricing_visualization.gif
69KB
options_pricing.ipynb
108KB
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