updated 3 years ago
Modeling Variable Annuities with MATLAB
by Yi Wang
This demo shows how to price variable annuity product (Guaranteed Minimum Withdrawal Benefit)
(va, variable annuities, variable annuity)
calcGMWB(tickers, holdings, startDate, endDate, aWRate, aFe...
createSurfaceFit(IGWBGrid, initSAGrid, costGrid)
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