The link doesn't seem to work. Sorry about that. You can find his thesis by simply google: "Pricing Bermudan Swaptions in the LIBOR Market Model Steffen Hippler"

<t>Hi everyone,I am currently trying to run Steffen Hippler's Code (Steffen Hippler's Thesis). I have seen that already some else in this forum tried to do so. However, he does not answer at all, that's why I opened a new post.Has anyone else already tried to do so?The Calibration to CoTerminal Swap...

<t>QuoteWhat is the explicit objective defined for the thesis? Implementation of the LIBOR Market Model in MatLab (from Calibration to Pricing).QuoteDid you choose this topic yourself?The topic was given by my Prof, but I had to accept it.QuoteDo you have the option of changing topics? Not possible....

<t>Thank you for all the comments. Obviously, I am well awared of plagiarism and would not copy/past. It was thought to get a first idea.Since my major is Econ (undergrad) and I only had stochastic calculus in one course, I realized that this topic is quite demanding for me.Do you have any suggestio...

<t>Hi all,is someone willing to share his/her implementation of the LIBOR Market model in MatLab?I am particularly interested in a complete implementation from the calibration to the valuation of either CMS, Ratchet Caps or Bermudan Swaptions.It's for academic purpose (Bachelor Thesis).Thank you ver...