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Vasicek model estimation using Kalman filter
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Octave Matlab 
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| Anonymous | Posted: 2011/7/4 9:16 Updated: 2011/7/6 13:00 |
 Vasicek model estimation using Kalman filterI am student of Politecnico di Torino, I am studying Kalman filter for our course. I request you to please provide me the full code and document.
thanks and Regards email id:- s176022@studenti.polito.it Thanks in advance. with best Regards David |
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| Anonymous | Posted: 2011/8/10 15:31 Updated: 2011/8/12 13:12 |
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Vasicek model estimation using Kalman filter I am student from the university of liverpool. I am now using Kalman filter to solve the problem of parameter estimation in multiple factors Vasicek model. could you please send the full code to me. Ta. My email: zhuanghy@liv.ac.uk
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| Anonymous | Posted: 2011/10/16 4:34 Updated: 2011/11/5 15:13 |
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Vasicek model estimation using Kalman filter I am student of Busan National University, Korea, I am studying Kalman filter for our course. I request you to please provide me the full code and document.
thanks and Regards email quachkhaquang@gmail.com Thanks in advance. with best Regards Quach Kha Quang |
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| Anonymous | Posted: 2011/11/11 11:16 Updated: 2011/11/27 11:40 |
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Vasicek model estimation using Kalman filter Hello,
i am actually working on kalmann filtering for 2-factor commodity prices models (convenience yield as the second factor) and I would be very grateful if you could send me your code; i never did filtering before so with your code i could have a basis to begin with. email: snthubert7@gmail.com Many thanks and best regards. |
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| Anonymous | Posted: 2011/12/10 11:26 Updated: 2012/1/28 18:53 |
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Vasicek model estimation using Kalman filter I'm Lily, a student from a Financial Engineering Program. I'm currently working on the simulation topics. The code is extremely useful to me. May I ask you to send me the full version so that I can study on your work to learn more things on the Vasicek model? my email: lilywxxah@gmail.com
Thank you very much. Happy Holidays! |
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| Anonymous | Posted: 2011/12/10 11:33 Updated: 2012/1/28 18:39 |
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Vasicek model estimation using Kalman filter Hello,
I'm working on Vasicek Model. The code is beautiful and will be extremely useful to me. Could you please kindly send me the whole version? Best regards email: lilywxxah@gmail.com |
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| Anonymous | Posted: 2012/11/20 17:37 Updated: 2012/12/14 22:24 |
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Vasicek model estimation using Kalman filter Hello
I am stundet at HEC and I wonder if you kindley can send me the complete code at 11142559@hec.ca Thanks alot Suzy |
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