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Simulation of stochastic processes and parameter estimation of 1-F interest rate models

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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.

Free download from Shareware Connection - Online Simulation of Brownian motion in 2d, 3d

Publisher: Panagiotis Braimakis | License: Shareware
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 11-06-2013 | Rating: 0 | Title: Simulation of stochastic processes and parameter estimation of 1-F interest rate models

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/7234/1/MCop_simulation.rar

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