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Calibrating a historical rate [url removed, login to view] on the history of the European curve nominal rates of maturity from 1 to 30 years over the period August 1998 to December 2013 , it is " fitter " price zero coupon ( ZC ) with the CIR model 1-factor CIR mode 2

Calibrating a historical rate [url removed, login to view] on the history of the European curve nominal rates of maturity from 1 to 30 years over the period August 1998 to December 2013 , it is " fitter " price zero coupon ( ZC ) with the CIR model 1-factor CIR mode 2

Færdigheder: Matematik, Matlab and Mathematica, Statistikker

Se mere: no structure, structure, period, it factor, factor, december, cir, model structure, sliding mode control model, factor model, sliding mode simulink model, price model, maturity model, price history, rates, zc, august, arch fitter coupon, oscommerce zero price fix, zencart coupon divide zero

Om arbejdsgiveren:
( 0 bedømmelser ) France

Projekt-ID: #5982879

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avikbob2006

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