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Simulation of stochastic processes and parameter estimation of 1-F interest rate models 1.0
File ID: 82048






Simulation of stochastic processes and parameter estimation of 1-F interest rate models 1.0
Download Simulation of stochastic processes and parameter estimation of 1-F interest rate models 1.0http://www.mathworks.comReport Error Link
License: Shareware
File Size: 10.0 KB
Downloads: 34
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Simulation of stochastic processes and parameter estimation of 1-F interest rate models 1.0 Description
Description: Online Simulation of Brownian motion in 2d, 3d. Stock Simulation with EWMA, GARCH(1,1). One factor equilibrium interest rate model simulations, estimation and residual testing using Euler's appr. Monte Carlo option pricing with stochastic interest rates.

License: Shareware

Related: euler, Testing, residual, monte, carlo, rates, stochastic, pricing, option, estimation, simulations, Stock, Motion, brownian, Simulation, garch, Factor, Model, Interest

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 34



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