Indirect robust estimation of short-term interest rate processes using Mathematica -- from Wolfram Library Archive

Title

Indirect robust estimation of short-term interest rate processes using Mathematica

Author

Nabeel Butt

Organization:

University of Western Ontario

Conference

Analysis of Financial Time Series Seminar

Conference location

University of Western Ontario

Description

Talk given about using symbolic computation in Mathematica to estimate interest rate process for the Analysis of Financial Time Series Seminar at the University of Western Ontario.

Subject

Business and Economics

Keywords

finance, time series

Downloads

nabeel.nb (489.9 KB) - Mathematica Notebook [for Mathematica 6.0]

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