Hull-white model [European simple call and put]
1. A valuation model as a formula or process as a closed-form solution [if available], binomial tree, trinomial tree and monte carlo simulation and compare the results
r c++ pythonmatlabexcel
Europeanoption
1.word4Europeancallputproejct
2. A simulation mode for a corresponding short-term rate or a forward interest rate.
3. Calibration for volatilities, mean reversion speeds, a long-term means, drifts and correlations if needed.
4. Greeks/Sensitivities.
Programming
[SOLVED] python matlab Excel Hull-white model [European simple call and put]
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