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| 25 Jun 2012 |
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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 |
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| 25 Jun 2012 |
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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 |
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