I recently read an article about the employment of MCMC in the pricing
of derivative
securitites by some author at Syracuse. I am interested in obtaining
any examples
of BUGS software that is used for this process as I am starting out in
a financial engineering curriculum. Can anybody tell me if there is any
software
on the net that can be run under BUGS used for this process that I can
download and use for demonstration?
Thanks.
Bill
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