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Submitted
Navigating curves
Developing Scenario Analysis Applications using Interest Rate Curve Objects in MATLAB
8 years ago | 1 download |
Submitted
Building and Extending Portfolio Optimization Models with MATLAB
Object-oriented implementations of the Portfo and the Black-Litterman approach
8 years ago | 3 downloads |
Submitted
Approaches to implementing Monte Carlo methods in MATLAB
Code for the article in the September 2011 article http://www.wilmott.com/magazine.cfm
8 years ago | 3 downloads |
