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QI-XIAN-TAO-LI-

于 2013-11-08 发布 文件大小:185KB
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下载积分: 1 下载次数: 45

代码说明:

  基于MATLAB实现的期现套利模型,做期货的人都知道期货和现货价格的趋同,如果差别很大就存在套利机会(Arbitraging between spot price and future pirce)

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