LIBOR and Swap Market Models MonteCarlo Simulations 4 个回复 - 3616 次查看
学习LMM模型的好材料。
LIBOR and Swap Market Models for Pricing Interest Rate Derivatives MonteCarlo Simulations
Contents
Dedication i
Acknowledgements ii
Abstract iii
Introduction 1
1 Elem ...2011-1-12 16:35 - qh19810 - 金融学(理论版)
MonteCarlo Simulations using Stata进行蒙特卡罗运算 4 个回复 - 2909 次查看MonteCarlo Simulations using Stata
Oklahoma State University州立大学的Lee C. Adkins教授的课件,
主要内容包括:
Introduction
Software Choices
two methods used for simulation in Stata.
some examp ...2018-2-9 10:41 - sulight - Stata专版
MonteCarlo simulations to the Libor Market Model by MATLAB 1 个回复 - 3168 次查看
Apply MonteCarlo simulations to the Libor Market Model stochastic differential equation to model the expected value of a three-month spot rate 10 years from now!
% GIVEN CODES
f = repmat(0.05,4 ...2011-4-30 04:23 - mrchild - 投资人(实务版)
asymptotic theory and MonteCarlo simulations 2 个回复 - 1679 次查看
Title: Nonstationarity and structural breaks in economic time series: asymptotic theory and MonteCarlo simulations. Author: Noriega-Muro, Antonio Enrique. Othe ...2008-10-5 01:37 - kuhasu - 文献求助专区