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by summer5e
March 10th, 2006, 11:26 am
Forum: Technical Forum
Topic: A small question about matlab
Replies: 2
Views: 115661

A small question about matlab

<t>I am implementing Berndt, Douglas, Duffie, Ferguson and Schranz (2003) framwork to price CDS using matlab.I can get quite reasonable implied suvival probability and implied credit spread. However, when I try to calibrate the market data, there is always a warning.I use the fsolve funtion in matla...