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sri


QuantUniversity

3 total contributions since 2016

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Navigating curves
Developing Scenario Analysis Applications using Interest Rate Curve Objects in MATLAB

3 years ago | 1 download |

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Submitted


Building and Extending Portfolio Optimization Models with MATLAB
Object-oriented implementations of the Portfo and the Black-Litterman approach

3 years ago | 5 downloads |

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Submitted


Approaches to implementing Monte Carlo methods in MATLAB
Code for the article in the September 2011 article http://www.wilmott.com/magazine.cfm

3 years ago | 2 downloads |

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