Econometrics Toolbox
![]() updated 1 month ago |
Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator Implementation of the Multi-Factor multi commodity forward curve simulator LnTestofSims(mySims, LastFC, volFN, Factors) MultiFactorForwardCurveSimulator(nSims, Seed, historicalF... |
0 Comments 12 Downloads (30 Days) |
![]() updated 9 months ago |
Positive definite correlation matrix based on spectral decomposition. Now both for .m, C and Mex |
3 Comments 5 Downloads (30 Days) |
![]() updated 12 months ago |
SCOPE: interactively tabulate SEER excel variables This takes SEER excel column data interactively, tabulate them, write back in table format. |
0 Comments 4 Downloads (30 Days) |
![]() updated almost 3 years ago |
Modeling & Predicting stock prices with volatility analysis Ito's Lemma, Heteroskedasticity (GARCH) model, Brownian Motion |
0 Comments 16 Downloads (30 Days) |