Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other
Jul 25

Matlab code for 2-factor CIR in simulations

Posted by abiao at 18:09 | Code » Matlab | Comments(5) | Reads(24190)
Hi, abiao, where is the code for CIR simulation ? I cannto see it anywhere on this page. Do you mind to help me about this ? THanks a bunch !
Yan, thanks for pointing it out, I have updated the link to the code, enjoy.
Hi, abiao. How can I enter the link? Thanks!
Sam, what do you mean "enter" the link? the file is downloadable.
Pages: 1/1 First page 1 Final page
Add a comment
Enable HTML
Enable UBB
Enable Emots
Nickname   Password   Optional
Site URI   Email   [Register]