Rank: 1243 based on 68 downloads (last 30 days) and 2 files submitted
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Kamil Kladivko

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Company/University
Norwegian School of Economics

Personal Profile:

PhD scholar at NHH

Professional Interests:
finance, econometrics, optimization

 

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25 Jun 2012 Screenshot MAXIMUM LIKELIHOOD ESTIMATION OF THE COX-INGERSOLL-ROSS PROCESS: THE MATLAB IMPLEMENTATION Maximum Likelihood Estimation of the Cox-Ingersoll-Ross process in Matlab Author: Kamil Kladivko finance, maximum likelihood, interest rate modelin..., cir model 27 0
25 Jun 2012 Screenshot Estimation of Nelson-Siegel and Svensson Models Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. Author: Kamil Kladivko interpolation, nelson siegel, yield curve, interest rates, svensson, zero coupon 41 1
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13 Sep 2012 Estimation of Nelson-Siegel and Svensson Models Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. Author: Kamil Kladivko Zhu, Henry

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finance, bonds, cir model, interest rate modeling, interest rates
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25 Jun 2012 Screenshot MAXIMUM LIKELIHOOD ESTIMATION OF THE COX-INGERSOLL-ROSS PROCESS: THE MATLAB IMPLEMENTATION Maximum Likelihood Estimation of the Cox-Ingersoll-Ross process in Matlab Author: Kamil Kladivko finance, maximum likelihood, interest rate modelin..., cir model 27 0
25 Jun 2012 Screenshot Estimation of Nelson-Siegel and Svensson Models Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. Author: Kamil Kladivko interpolation, nelson siegel, yield curve, interest rates, svensson, zero coupon 41 1
  • 5.0
5.0 | 1 rating

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