Interest rate model Matlab script

SPONSORED LINKS

    Specification

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

Interest rate model script description:




Publisher review:
Interest rate model - Hull and White interest rate model This model implements Hull-White single factor interest rate model based on the paper published by the duo in 1994.

The code currently is written to deal with 3 step symmetric tree structure. However, it can further be modified to incorporate time varying two-factor asymmetric tree structure and implement both, Hull-White and Black-Karasinski models easily. Requirements: ยท MATLAB Release: R2006b
Interest rate model is a Matlab script for Earth Sciences scripts design by Sandeep. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Interest rate model - Hull and White interest rate model

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

Latest script and internet news

The new Firefox 37 comes with improved HTTP / 2 and superior HMTL5 compatibility with YouTube

The new Firefox 37 comes with improved HTTP / 2 and superior HMTL5 compatibility with YouTube

The popular browser Firefox reached version 37, bringing a series of news but not as significant as other versions.

Posted on: 03 Apr 2015 11:11 by A. Brown

The permanently active Push system offered by the new Google Chrome 42

The permanently active Push system offered by the new Google Chrome 42

Google Chrome version 42 comes with implementation of interesting options for software developers who want to turn their websites into complex Web applications: Push notification system which is permanently active.

Posted on: 17 Mar 2015 07:57 by A. Brown

Gamers, Microsoft presents the advantages of DirectX 12 and 11.3 platforms used by new games for Windows 10

Gamers, Microsoft presents the advantages  of DirectX 12 and 11.3 platforms used by new games for Windows 10

The Windows 10 preview event brought also to the attention of gamers a demonstration of the advantages of the new DirectX 12 API by Microsoft, which announced several technologies providing integration with Xbox One game consoles.

Posted on: 27 Jan 2015 09:15 by A. Brown

Android devices now have access to Google Chrome 40

Android devices now have access to Google Chrome 40

Finally was officially released version 40 of Chrome browser for Android devices, iOS and Windows PCs, coming up with an interesting range of bug fixes and optimizations.

Posted on: 23 Jan 2015 13:57 by A. Brown

SPREAD THE WORD

User Rating


Rating: 5.0 out of 5
Based on 1 ratings. 1 user reviews.

  • Currently 5.00 out of 5
  • 1
  • 2
  • 3
  • 4
  • 5