Files in SMFI5
R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'
MD5
DESCRIPTION
NAMESPACE
R/est.cir.R
R/bond.vasicek.R
R/bond.cir.R
R/sim.cir.R
R/get.cir.param.R
R/LogLikFeller.R
R/get.vasicek.param.R
R/sim.n.chi2.R
R/LogLikCIR.R
R/LogLikOU.R
R/sim.vasicek.R
R/LogLikVasicek.R
R/num.jacobian.R
R/est.ou.R
R/est.vasicek.R
R/est.feller.R
man/LogLikOU.Rd
man/num.jacobian.Rd
man/est.cir.Rd
man/bond.vasicek.Rd
man/LogLikCIR.Rd
man/sim.vasicek.Rd
man/bond.cir.Rd
man/data.cir.Rd
man/sim.n.chi2.Rd
man/LogLikFeller.Rd
man/est.vasicek.Rd
man/get.cir.param.Rd
man/est.ou.Rd
man/sim.cir.Rd
man/data.vasicek.Rd
man/LogLikVasicek.Rd
man/get.vasicek.param.Rd
man/est.feller.Rd
data/data.cir.rda
data/data.vasicek.rda
