Simulation of stochastic processes and parameter Matlab script

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    Specification

  • Version:
  • File size: 0 KB
  • File name: MCop_simulation.rar
  • Last update:
  • Platform: Windows / Linux / Mac OS / BSD / Solaris
  • Language: Matlab
  • Price:Freeware
  • Company: Panagiotis Braimakis (View more)

Simulation of stochastic processes and parameter script description:




Publisher review:
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
Simulation of stochastic processes and parameter is a Matlab script for Earth Sciences scripts design by Panagiotis Braimakis. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
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

Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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