Interest rate model 1.0

Operating systemsOS : Windows / Linux / Mac OS / BSD / Solaris
Program licensingScript Licensing : Freeware
CreatedCreated : Aug 14, 2007
Size downloadDownloads : 4
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This model implements Hull-White single factor ...

This model implements Hull-White single factor Interest rate model by Sandeep Gore based on the paper published by the duo in 1994.
The code currently is written to deal with 3 step symmetric tree structure. However, it can further be modified to incorporate time varying two-factor asymmetric tree structure and implement both, Hull-White and Black-Karasinski models easily.
Demands:
• MATLAB Release: R2006b

Interest rate model 1.0 scripting tags: model, structure, tree, interest, incorporate, rate model, interest rate model, hullwhite, earth sciences. What is new in Interest rate model 1.0 software script? - Unable to find Interest rate model 1.0 news. What is improvements are expecting? Newly-made Interest rate model 1.1 will be downloaded from here. You may download directly. Please write the reviews of the Interest rate model. License limitations are unspecified.