| Files Posted by sri |
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| 13 May 2013 |
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Navigating curves Developing Scenario Analysis Applications using Interest Rate Curve Objects in MATLAB
Author: sri |
finance, interest rate curves, simulation, parallel computing |
14 |
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| 06 May 2013 |
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Building and Extending Portfolio Optimization Models with MATLAB Object-oriented implementations of the Portfo and the Black-Litterman approach
Author: sri |
portfolio optimizatio..., finance, object oriented progr..., blacklitterman |
26 |
0 |
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| 14 Oct 2011 |
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Approaches to implementing Monte Carlo methods in MATLAB Code for the article in the September 2011 article
http://www.wilmott.com/magazine.cfm
Author: sri |
monte carlo, parallel computing, wilmott, finance, modeling |
22 |
1 |
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