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Biao


Tongji University

Active since 2007

Quantitative Finance Collector http://www.mathfinance.cn

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Kalman Filter Application
Kalman Filter is applied to estimate the parameters of CIR interest rate model.

14 years ago | 1 download |

Submitted


Valuation of stock option with discrete dividend
Compare different pricing models for stock option with discrete dividend.

14 years ago | 1 download |

Submitted


Matlab-GUI equity derivative calculator
equity derivative calculator using matlab GUI

17 years ago | 1 download |

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