KTH Mathematics

Material for the exercise on calibration of the Hull-White model. Assignment and reading . The workspace: get_zero_rate.qlw Right click and choose "Save link as...", then upload to your catalogue "appdata" through home.ug.kth.se. A guide to the workspace: workspace_guide.pdf Information on how to install Quantlab and access data: KTH Finance Lab This workspace is good for accessing data and trying some of the features in Quantlab: Demo Series.qlw A manual on coding in Quantlab: Quantlab Users Manual 3.1.pdf Course homepage Alexander's homepage Address: Department of Mathematics Royal Institute of Technology SE-100 44 Stockholm Sweden Email: aaurell at kth dot se Office room: 3747 Phone: +46-8-790 71 36

Published by: Alexander Aurell Updated: 26-09-2017