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Kamil Kladivko


Norwegian School of Economics

Aktiv seit 2012

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PhD scholar at NHH
Professional Interests: finance, econometrics, optimization

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  • 5-Star Galaxy Level 4
  • Personal Best Downloads Level 1
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Estimation of Nelson-Siegel and Svensson Models
Estimation of zero yield curve from coupon bond prices by Nelson-Siegel or Svensson model.

fast 12 Jahre vor | 4 Downloads |

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MAXIMUM LIKELIHOOD ESTIMATION OF THE COX-INGERSOLL-ROSS PROCESS: THE MATLAB IMPLEMENTATION
Maximum Likelihood Estimation of the Cox-Ingersoll-Ross process in Matlab

fast 12 Jahre vor | 8 Downloads |

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