HJM Model

S

samkhalilian

Joined
4/20/09
Messages
3
Points
11
I ma trying to understand how the HJM model works.

Does anybody have a simple Excel based HJM monte carlo pricer to price a zero coupon bond?
 
You must log in or register to reply here.

Similar threads

Y
how to process beta factor in dl model
Replies
1
Views
1K
yuxunwu
Y
Winod Dhamnekar
Using BSM model in the international currencies market with Monte Carlo simulations
Replies
0
Views
503
Winod Dhamnekar
Winod Dhamnekar
JamesGiac
Built something to kill having to manually update a model when a result comes out
Replies
0
Views
332
JamesGiac
JamesGiac
M
BYO Equity Factor Model
Replies
0
Views
1K
mullensg
M
A
Speed/Slope Vol Model
Replies
0
Views
838
adelano
A
Back
Top Bottom