Economics

This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired... Platforms: Matlab

3 .m files, 1) simulates a term structure using the vasicek model, 2-3) take this simulation and estimates the parameters of the model.If the implementation is good, the inputs should equal the outputs, run this 200 times.For details... Platforms: Matlab

There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma... Platforms: Matlab

2 .m files, 3 xls files with data from German, US, UK zero coupon bonds.Files estimate the parameters on these bonds, the optimizer doesn't really work that well for this problem, so if some-one has a solution, please let me know.For details of methodology... Platforms: Matlab

3 .m files, 1) simulates a term structure using the CIR model, 2-3) take this simulation and estimates the parameters of the model.also includes a set of results, take mean() and std() of this to see how good the filter is.If the implementation is good, the inputs should equal the outputs, run... Platforms: Matlab

This package computes the solution coefficients for the optimal linear quadratic monetary policy problem under discretion using the algorithm proposed by Richard Dennis in his article:"Optimal Policy in Rational Expectations Models: New Solution Algorithms" published in Macroeconomic Dynamics... Platforms: Matlab

My dissertation for the MSc in Finance & Economics from Warwick Business SchoolYou can find the .pdf of the dissertation on SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1933936 The description of the submission is available on the forum Answers:... Platforms: Matlab

The iterated prisoner's dilemma (IPD) game has long been studied in game theory, economics, programming, decision theory and other fields. It is a 2-player scenario where each player must decide to either 'cooperate' or 'defect' in a sequence of games, and their respective choices determine the... Platforms: Matlab

Blocks are provided for displaying random quotes from the works of Ludwig von Mises, upcoming events at the institute, the daily articles, or the latest economics posts.A promotional banner ad linking back to Mises.org can also be displayedInstallation:Unpack in your modules folder (usually... Platforms: PHP

The optimizing software - vBroker - is intended for the use of financial analysts, stock exchange brokers and dealers, which develop and investigate trade strategies for the stock and commodities exchange, financial and FOREX markets. It allows to minimize the risk of trading through the...

Sensitivity Analysis add-in for Microsoft Excel 97, 98, 2000, and 2001 for Windows. The tool is intended for analysts in business, economics, engineering and so on and allows to perform a sensitivity analysis and thin adjustment of models parameters. This product assist in solving of scientific... Platforms: Windows

With StatPlus 2006, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2006 is virtually unlimited - sociology, financial analysis, biostatistics,... Platforms: Windows

With StatPlus 2007, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2007 is virtually unlimited - sociology, financial analysis, biostatistics,... Platforms: Windows

Intellexer Summarizer is an innovative program for your computer that will create a short summary from any document or a browsed web page. You may read the summary instead of reading the whole document saving time for fun and leasure. The summary provides quick overview of the information... Platforms: Windows

Intellexer Summarizer is an innovative program for your computer that will create a short summary from any document or a browsed web page. You may read the summary instead of reading the whole document saving time for fun and leasure. The summary provides quick overview of the information... Platforms: Windows

Friendkeeper is a tool to keep track of the current financial situation within a group of people, i.e. to keep track of who owes who. If we had studied economics we might have been talking about things like accounting, debit and credit. Platforms: Windows, *nix

Thanks to Strategic Soccer you can put yourself in the shoes of any manager, coach or president of a professional football club. The game requires registration (free, of course) on the game`s website, and from that moment on you get access to all decisions and options that have to be taken, and... Platforms: Windows

InFlow Inventory Software Free Edition is a totally free tool specifically designed to help small businesses to manage all their economics: sales, purchases, stock inventory, etc. It is an application that+s simple to install and intuitive to use, despite its large size.InFlow Inventory Software... Platforms: Windows

AUGURIUM is a software system, which is intended for a broad spectrum of data analysis problems, namely statistical analysis, prediction and classification. It allows you to input or import data about your problem area, store them in a database, manage them, analyze and visualize. AUGURIUM... Platforms: Windows

With StatPlus 2008, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2008 is virtually unlimited - sociology, financial analysis, biostatistics,... Platforms: Windows