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University Lausanne
- Switzerland
- http://www.hec.unil.ch/mrockinger
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MScF-Latex-Template
MScF-Latex-Template PublicBest way to write your MScF Thesis! Write it with LaTeX.
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CIR-Heston-Simulation
CIR-Heston-Simulation PublicIn this folder we group all the Matlab and R codes discussed in the paper "Simulating the CIR and Heston Processes: Matching the First Four Moments, by Ostap Okhrin, Michael Rockinger and Manuel Sc…
R 1
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MatlabCodes
MatlabCodes PublicSome Matlab Codes related to Econometrics, Risk Neutral Density Estimation, Kalman filter, etc.
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NLP-with-Python
NLP-with-Python PublicForked from susanli2016/NLP-with-Python
Scikit-Learn, NLTK, Spacy, Gensim, Textblob and more
Jupyter Notebook 1
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HigherMoments
HigherMoments PublicContains R, Matlab, and Mathematica code of all moments of CIR and Bate's model
Mathematica
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