Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
 
Quick Search:    (AJAX based: No need to press button)

Home : 

Calibration of term structure models

Rate it... Rating Saved!
Description:
Thesis by Alexandra Urbanova Csajkova


Discuss this paper
Submitter: vanna
Publisher: Not Specified
Published: Sun, 16-Mar-2008
ICRA: EC - Early Childhood
linked: 694 times

Rating:    (7 Votes)
 
Similar Links:
Binomial Term Structure Models (Paper)
Affine term structure models (Paper)
Gibbs Estimation of Microstructure Models (Software)
G2++ Model Calibration (Paper)
SABR model calibration (Software)

Subscribe to RSS or daily email updates of latest quantitative finance Papers listings
Email address :
Copyright © 2011 QuantCode Inc. All rights reserved.