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Modeling Variable Annuities with MATLAB

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Modeling Variable Annuities with MATLAB

by

Yi Wang (view profile)

 

12 Mar 2010 (Updated )

This demo shows how to price variable annuity product (Guaranteed Minimum Withdrawal Benefit)

VA_GMWB.zip
GMWB/@GMWB/GMWB.m
GMWB/calcGMWB.m
GMWB/cost.mat
GMWB/costSurf.m
GMWB/createSurfaceFit.m
GMWB/data.mat
GMWB/getEquityData.m
GMWB/GMWB.xlsm
GMWB/GMWBAnalyzer.prj
GMWB/GMWBAnalyzer/distrib/GMWBAnalyzer.bas
GMWB/GMWBAnalyzer/distrib/GMWBAnalyzer_5_0.dll
GMWB/GMWBAnalyzer/distrib/readme.txt
GMWB/html/price.html
GMWB/html/price.png
GMWB/html/price_01.png
GMWB/html/price_02.png
GMWB/plotdata.m
GMWB/price.m
GMWB/test.m
license.txt
VA_GMWB_MathWorks.pdf

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