hull white

  1. daleholborow

    Matlab code - Vasicek yield curve fitting, Various bond price models available

    Hi all Just finished my masters, and have a bit of code sitting around which I used in my thesis in case anyone wants it. Everything is in Matlab. I was working on a project trying various structural bond pricing models to price corporate bonds, and implemented the Merton 1974, Longstaff and...
Top