Vasicek

版本 1.0.0.0 (1.4 KB) 作者: Philip
Illustrates various methods to calculate bond prices under Vasicek model.
3.0
(2)
437.0 次下载
更新时间 2016/5/26

查看许可证

This function shows you how to calculate a bond's price when the interest rate follows the Vasicek model. The function shows the analytical solution to the ODE, it shows how solve the ODE numerically using ode45, and it shows how to solve for the bond's price using Monte Carlo simulations.

引用格式

Philip (2024). Vasicek (https://www.mathworks.com/matlabcentral/fileexchange/57354-vasicek), MATLAB Central File Exchange. 检索时间: .

MATLAB 版本兼容性
创建方式 R2016a
兼容任何版本
平台兼容性
Windows macOS Linux
类别
在 Help Center 和 MATLAB Answers 中查找有关 Price and Analyze Financial Instruments 的更多信息

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

版本 已发布 发行说明
1.0.0.0

Corrected title.