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Calibration of CIR Model – EXCEL Example

00042

Calibration of CIR Model – EXCEL Example 00042
The course consists of an EXCEL file that demonstrates the parameter estimation of the Cox, Ingersoll and Ross (CIR) model using the method of least squares for the following representations of discrete interest rates historical series data.
$39.99 In stock
Course Type:EXCEL download
Files Included:1 worksheet