Simulation of stochastic processes and parameter Matlab script

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Simulation of stochastic processes and parameter estimation of 1-F interest rate models - Completed as a part of an assignment by Dionysia Angelakopoulou, Melina Esoglou & PB 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. Requirements: · MATLAB Release: R13 · Financial Derivatives Toolbox
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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