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. Random thoughts on financial markets and personal staff are posted at the sub personal blog.
Tags:vasicek
Title | Added by | Added on |
[Code » VBA/Excel] Vasicek Model calibration and simulation | abiao | 2008/09/30 |
[Code » C++] Vasicek model in binomial tree | abiao | 2008/09/02 |
[Code » R/Splus] R-code for Vasicek estimation | abiao | 2008/08/08 |