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Multivariate NIG fit 1.0

  Date Added: August 07, 2013  |  Visits: 211

Multivariate NIG fit

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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 well.Acknowledgements goes to Dr. Dimitris Karlis with whom I had some mathematical journeys from time to time

Requirements: No special requirements
Platforms: Matlab
Keyword: Decided Derivatives Dimitris Greek Information Interest Journeys Karlis Market Mathematical Matrices Price Purpose Stock Universe Vectors Wellacknowledgements
Users rating: 0/10

License: Shareware Size: 10 KB
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