MyLife/ dadim/ src/ mmatica/

Mathematica code

This page contains two Mathematica work sheets to demonstrate the flexibility of the operator notation in financial applications. A quick and short introduction is provided by "demo". The more sophisticated notebook "theta" uses operators to extract probability distributions, stopping times and two factor interest rate models.


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demo.nb 32K 2005-Jan-11 Mathematica note book
demo.pdf 24K 2005-Jan-11 PDF document, version 1.2
theta.nb 344K 2004-Sep-09 Mathematica note book
theta.pdf 56K 2004-Sep-09 PDF document, version 1.2
Created on 2006-Mar-05
Stefan Dirnstorfer