Added: August 27, 2013 | Visits: 336
Gibbs sampler for sampling from the invariance Normal Inverse Gaussian distribution. (Bayesian scheme of Karlis & Lillestol (2004))
Platforms: Matlab
Added: August 07, 2013 | Visits: 380
Well, i made this function some time ago and its purpose was to fit the Universe of the Greek stock market. After having grabbed my information to some matrices, vectors, god knows what, i decided to use it to price interest rate derivatives! I wont tell how, but you might as well try it as...
Platforms: Matlab
Windows Software
Albina Merfyn - I find this to be really easy to use. I can...
