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





Sort by: Title ( )   Date ( )   Rating ( )   Popularity ( )
Links currently sorted by: Date (New Links Listed First)

G2++ Model Calibration View Full Details
Submitter: vanna   Comments (0)   Rate it... Rating Saved!
Published:  Tue, 23-Nov-2010
 

Description:
presentation by Joe Bohart
Discuss this paper
(No registration is required)
ICRA: RP - Rating Pending
linked: 786 times

Rating:    (0 Votes)
 

Valuation of guaranteed annuity options in affine term structure models View Full Details
Submitter: vanna   Comments (0)   Rate it... Rating Saved!
Published:  Sat, 10-Mar-2007
 

Description:
a short description of G2++ model and formulas
Discuss this paper
(No registration is required)
ICRA: EC - Early Childhood
linked: 798 times

Rating:    (29 Votes)
 

Similar Links:

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