Version 2.4 (R2008a) GARCH Toolbox™ Software

This table summarizes new features in V2.4 (R2008a).

New Features and ChangesVersion Compatibility ConsiderationsFixed Bugs and Known ProblemsRelated Documentation at Web Site

Yes
Details below

No

No

Printable Release Notes: PDF

Current product documentation

New features and changes follow.

Support for Monte Carlo Simulation of Stochastic Differential Equations

The GARCH Toolbox™ software now allows you to model dependent financial and economic variables, such as interest rates and equity prices, via Monte Carlo simulation of multivariate diffusion processes. For more information, see Monte Carlo Simulation of Stochastic Differential Equations in the GARCH Toolbox documentation.

  


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