Rank: 1458 based on 101 downloads (last 30 days) and 2 files submitted
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Kamil Kladivko

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Company/University
Norwegian School of Economics

Personal Profile:

PhD scholar at NHH

Professional Interests:
finance, econometrics, optimization

 

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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 64 1
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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 37 1
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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 Zhu, Henry

Thanks for your sharing.

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