Hello all, I am conducting a thesis on the pricing of Swaptions and interest rate swaps using Hull White Trinomial Tree and Black Derman Toy Binomial Tree.
I am stuck with the coding of the models on MATLAB!
Can anyone help me with the coding ?
Please!
Thanks a lot
I am stuck with the coding of the models on MATLAB!
Can anyone help me with the coding ?
Please!
Thanks a lot
Dissertation: Pricing of Swaptions using Hull White Trinomial Tree
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