matlab programs?

Odiseas · May 18th, 2002, 9:07 pm

hello Everyone...Does anyone can help me find matlab codeto implement a HJM estimation and consequentlyMC?In the past i have been succesful in implementingthe above two steps for Vasicek, CIR, Ho Lee,Hull White, but unsuccesful to do the samefor BDT and HJM.Could someone offer some help?Thank you all in advance.

orangeman44 · May 22nd, 2002, 10:42 am

Can scilab generate c codes the way matlab does? I have some matlab codes that I would like to translate into c, c++ or VB, but I don't have matlab.

J · July 27th, 2002, 5:36 pm

Omar,Prisman's "Pricing Derivative Securities" seems not to provide any solutions to problems on this book.Do you know where I can find its solutions to problems on this book?thanks

finkbarton · July 28th, 2002, 7:40 pm

Can anyone be so kind to recommend me a couple of books and websites (the latter is a cheaper option given the current exchange rate overshooting in Argentina) to learn Matlab? I found the program help somewhat useless, to say the least. Thanks.

jnugent · July 29th, 2002, 12:43 pm

Try the following website; you might find it useful (it contains some freeware).http://www.spatial-econometrics.com/

eredhuin · August 6th, 2002, 8:36 pm

QuoteOriginally posted by: finkbartonCan anyone be so kind to recommend me a couple of books and websites (the latter is a cheaper option given the current exchange rate overshooting in Argentina) to learn Matlab? I found the program help somewhat useless, to say the least. Thanks.Free implementations of matlab are legion. You can try Octave or Scilab. I think there is also something called Rlab.