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- February 22nd, 2007, 9:26 pm
- Forum: Technical Forum
- Topic: Correlation Swap
- Replies: 21
- Views: 141866
Correlation Swap
Could I ask for a copy of this paper by Phaedo?
- February 2nd, 2005, 12:18 pm
- Forum: Programming and Software Forum
- Topic: Affine term structure models
- Replies: 3
- Views: 182134
Affine term structure models
If anyone's got something on ATSM estimation, especially Matlab code, I'd be extremely appreciative. Thanks.