| Pelsser model (Community) |
| Author : Furgeri Michele - Version : 1.0 (2010-02-09) - Downloads : 15 |
| This plug-in implements the one-factor squared Gaussian [...] |
| Tags : short rate interest rates |
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| Lattice (Community) |
| Author : Fermat Consulting - Version : 1.0 (2009-11-20) - Downloads : 78 |
| Binomial trees implementation. It allows Fairmat to [...] |
| Tags : Binomial Trees Lattice |
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| Heston two factors model (Community) |
| Author : Fermat Consulting - Version : 1.0 (2009-10-09) - Downloads : 53 |
| A model used for modeling equity and stocks price [...] |
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| Dai-Singleton interest rate models (Community) |
| Author : Fermat Consulting - Version : 1.0.1 (2009-09-25) - Downloads : 70 |
| A flexible and sophisticated model for the short rate [...] |
| Tags : short rate |
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| Hull and White interest rate model (Community) |
| Author : Fermat Consulting - Version : 1.0.1 (2009-10-05) - Downloads : 41 |
| The industry standard for modeling the short rate [...] |
| Tags : short rate |
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