Kawee Numpacharoen, MathWorks
Using a normal volatility model, a shifted Black model, or a shifted SABR model, you can price interest rate options with negative interest rates in MATLAB® and Financial Instruments Toolbox™.
11 Apr 2017
Calibration and Simulation of Interest Rate Models in MATLAB
Calibration and Simulation Best Practices: Multifactor...
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Forecasting Corporate Default Rates with MATLAB
Setting Options for Optimizations
Electricity Load and Price Forecasting with MATLAB
Security Constrained Optimal Power Flow and Nodal Price...
Bit Error Rate Analysis Tool
Hydraulic Valve Parameters, Flow Rate
HDL Coder Clock Rate Pipelining, Part 2: Optimization
HDL Coder Clock Rate Pipelining, Part 1: Introduction
Differential Equations and Linear Algebra, 1.6: Integrating...
Differential Equations and Linear Algebra, 1.6b:...
How to Label a Series of Points on a Plot in MATLAB
How to Change Properties in GUIDE from a Button Press
How to Develop Interactive User Interfaces for Simulink...
How a Differential Equation Becomes a Robot: Overview
How Weather and Pricing Affect Sales: Using MATLAB to...
Mission on Mars Robot Challenge: How to Create Different...
How to Save and Restore State of a GUI in MATLAB
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