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Multivariate NIG fit

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Well, i made this function some time ago and its purpose was to fit the Universe of the Greek stock market. After having grabbed my information to some matrices, vectors, god knows what, i decided to use it to price interest rate derivatives! I wont tell how, but you might as well try it as well.

Acknowledgements goes to Dr. Dimitris Karlis with whom I had some mathematical journeys from time to time

Free download from Shareware Connection - Well, i made this function some time ago and its purpose was to fit the Universe of the Greek stock market

Publisher: Panagiotis Braimakis | License: Shareware
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 05-02-2013 | Rating: 0 | Title: Multivariate NIG fit

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/12400/1/MNIGscheme2.m

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