基于pricelib对中证500指数挂钩的雪球进行定价和Greeks计算，并绘制了波动率锥判断当前波动率点位。同时回测了挂钩中证1000指数的净值化雪球和挂钩个股的净值化雪球组合，并研究各项参数对净值化雪球的影响。
Nanqiang01/Autocallable_Backtest
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit date | ||
|---|---|---|---|---|