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Kamil Kladivko

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Norwegian School of Economics

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PhD scholar at NHH


 

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25 Jun 2012 Screenshot MAXIMUM LIKELIHOOD ESTIMATION OF THE COX-INGERSOLL-ROSS PROCESS: THE MATLAB IMPLEMENTATION Maximum Likelihood Estimation of the Cox-Ingersoll-Ross process in Matlab Author: Kamil Kladivko finance, maximum likelihood, interest rate modelin..., cir model 44 2
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25 Jun 2012 Screenshot Estimation of Nelson-Siegel and Svensson Models Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. Author: Kamil Kladivko finance, nelson siegel, svensson, interest rates, yield curve, zero coupon 59 3
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08 Jun 2014 Estimation of Nelson-Siegel and Svensson Models Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. Author: Kamil Kladivko xiaoye Cheng

Thanks for your sharing.

28 Apr 2014 Estimation of Nelson-Siegel and Svensson Models Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. Author: Kamil Kladivko Rita

Thanks a lot

23 Apr 2014 MAXIMUM LIKELIHOOD ESTIMATION OF THE COX-INGERSOLL-ROSS PROCESS: THE MATLAB IMPLEMENTATION Maximum Likelihood Estimation of the Cox-Ingersoll-Ross process in Matlab Author: Kamil Kladivko macintosh

If I use this source code to get cross sectional estimates of CIR model parameter, what value should I put in "Model.Timestep"?

31 Dec 2013 MAXIMUM LIKELIHOOD ESTIMATION OF THE COX-INGERSOLL-ROSS PROCESS: THE MATLAB IMPLEMENTATION Maximum Likelihood Estimation of the Cox-Ingersoll-Ross process in Matlab Author: Kamil Kladivko Yu

in the m-file, you load the data Pribor3M, could you also share this data with us?

13 Sep 2012 Estimation of Nelson-Siegel and Svensson Models Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model. Author: Kamil Kladivko Henry Zhu

Thanks for your sharing.

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