## Search Files Advanced Search

 updated 4 years ago Demos commonly used at The MathWorks financial modeling seminars. PortVaRmc(nsim) blsimpv(so,x,r,t,call,maxiter,q,tol) blsvis(varargin) 4.09091 11 Ratings 11 Comments 29 Downloads (30 Days) updated 6 years ago Chinese Matlab Digest is the first matlab digest published in Chinese by www.iLoveMatlab.cn 5.0 1 Rating 0 Comments 26 Downloads (30 Days) updated 1 year ago This function generates swaption prices under the Hull-White trinomial tree model. (finance) trintree_swaption_HW(U, Curve, opt_type, model, a) 0.0 0 Ratings 0 Comments 19 Downloads (30 Days) updated 1 year ago This function calibrates the Hull-White trinomial tree. (finance) trintree_calswaption( Curve, V, Period, coin ) 0.0 0 Ratings 0 Comments 17 Downloads (30 Days) updated 2 years ago This takes SEER excel column data interactively, tabulate them, write back in table format. output=xls2tabulate2xls(xlsfilename) 0.0 0 Ratings 0 Comments 16 Downloads (30 Days) updated 6 months ago Copula functions for credit loss distribution and default intensities of CDS LiG=LiGaussian(Not, Rho, RR, Times,h, numbofsimulations) LiGSeller=LiGSeller(Rho, RR, Times,h, numbofsimulations) LiStudent(Not, Rho, RR, Times,h, numbofsimulations,df) 0.0 0 Ratings 0 Comments 15 Downloads (30 Days) updated 1 year ago This function plots the Hull-White tree structure (finance) trintree_plot( BKTree ) 0.0 0 Ratings 0 Comments 10 Downloads (30 Days) updated 1 year ago Swaption pricing function under the Hull-White lattice model. It allows finer grid. (finance) trintree_swaption_plus_HW(U, Curve, opt_type, model, a, d... 0.0 0 Ratings 0 Comments 8 Downloads (30 Days) updated 1 year ago This function prices a swaption portfolio with any cash-low structure (finance) swaptionbyblk_bank( U, V, Curve ) 0.0 0 Ratings 0 Comments 7 Downloads (30 Days) updated 1 year ago This function convert ATM volatility surface into swaption premiums and par rates. (finance) vol2par_swaption( curve, V, period ) 0.0 0 Ratings 0 Comments 7 Downloads (30 Days)

Contact us