Videos and Webinars
Kawee Numpacharoen, MathWorks
Using a normal volatility model, a shifted Black model, or a shifted SABR model, you can price interest rate options with negative interest rates in MATLAB® and Financial Instruments Toolbox™.
Recorded: 11 Apr 2017
Calibration and Simulation of Interest Rate Models in MATLAB
Calibration and Simulation Best Practices: Multifactor...
Cambridge Science Centre Offers Workshops to Stimulate...
Forecasting Corporate Default Rates with MATLAB
Setting Options for Optimizations
A Decade of Efficiency Gains: Leveraging Modern Development...
Understand and Improving the Supermarket Price Reductions...
Electricity Load and Price Forecasting with MATLAB
Security Constrained Optimal Power Flow and Nodal Price...
Differential Equations and Linear Algebra, 1.6b:...
Bit Error Rate Analysis Tool
Differential Equations and Linear Algebra, 1.6: Integrating...
Hydraulic Valve Parameters, Flow Rate
HDL Coder Clock Rate Pipelining, Part 2: Optimization
HDL Coder Clock Rate Pipelining, Part 1: Introduction
How to Label a Series of Points on a Plot in MATLAB
How to Change Properties in GUIDE from a Button Press
How to Develop Interactive User Interfaces for Simulink...
Data-Driven Control: How to Design a Controller When Plant...
How a Differential Equation Becomes a Robot: Overview
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