ML Estimation for Discrete Multivariate Vasicek Processes
-
Updated
Apr 10, 2024 - MATLAB
ML Estimation for Discrete Multivariate Vasicek Processes
Assignments done as a part of BIO213 - Introduction to Quantitative Biology offered at IIIT Delhi in Winter 2018
A framework for detecting misreported returns in hedge funds.
A framework for estimating Basel IV capital requirements.
Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Code)
A framework for historical volatility estimation and analysis.
A framework for systemic risk valuation and analysis.
Add a description, image, and links to the quantitative-analysis topic page so that developers can more easily learn about it.
To associate your repository with the quantitative-analysis topic, visit your repo's landing page and select "manage topics."