CDO Pricing Using Gaussian Copulas in Matlab [Matlab Excel]

Category: Matlab	View Full Details
CDO Pricing Using Gaussian Copulas in Matlab
Submitter: vanna	Date: 2007/4/26

Description: Author : Saurav Kasera CDO Pricing Using Gaussian Copulas in Matlab Pricing Options(European, American, Bermudan and Barrier) using Partial Differential Equations Simulation of the Vasicek Model using Excel and VBA Got a question or problem with this link? Just enter your message and click on submit. No registration is required. Note: A copy of this message will also be emailed to the submitter of this link
4404 0 bytes Matlab Excel http://cs.nyu.edu/~sk1759/
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