photo

sri


QuantUniversity

Active since 2016

Followers: 0   Following: 0

Message

Statistics

  • Personal Best Downloads Level 1
  • 5-Star Galaxy Level 1
  • First Submission

View badges

Feeds

View by

Submitted


Navigating curves
Developing Scenario Analysis Applications using Interest Rate Curve Objects in MATLAB

8 years ago | 1 download |

Thumbnail

Submitted


Building and Extending Portfolio Optimization Models with MATLAB
Object-oriented implementations of the Portfo and the Black-Litterman approach

8 years ago | 5 downloads |

Thumbnail

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 | 1 download |

Thumbnail