Quantitative Finance Collector is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Please help us spread the word:
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| Title | Added by | Added on |
| [Code » Matlab] Maximum likelihood estimation of CIR interest rate | abiao | 2009/03/09 |
| [Code » R/Splus] R-code for Vasicek estimation | abiao | 2008/08/08 |
| [Code » Matlab] Matlab code for 2-factor CIR in simulations | abiao | 2008/07/25 |


