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Plot Some Paths 1.0

  Date Added: March 25, 2013  |  Visits: 245

Plot Some Paths

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- Plot arithmetic and geometric Brownian motions- Plot Brownian bridges, 2D and 3D Brownian motions- Plot some random paths for the the interest spot rate: The two models you can chose from are the Vasicek and the Cox- Ingersoll-Ross (CIR) models

Requirements: No special requirements
Platforms: Matlab
Keyword: Arithmetic Bridges Brownian Chose Geometric Ingersollross Interest Models Motions Paths Random Vasicek
Users rating: 0/10

License: Freeware Size: 10 KB
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