Dissertation: Pricing of Swaptions using Hull White Trinomial Tree

vendredi 12 décembre 2014

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





Dissertation: Pricing of Swaptions using Hull White Trinomial Tree

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