# All Questions

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### CIR model problem - deriving PDE, Feynman-Kac

I am reviewing a CIR model problem, where $r_t$ has following dynamics $$dr_t=a(b-r_t)dt+\sigma \sqrt{r_t} dW_t^* \quad \quad (1)$$ for some constants $ab>\frac{\sigma^2}{2} \quad$ Letting T ...
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### Simple Matlab Log Normal?

f=exp(-(((log(x)-log(100)-(.1((.15)^2)/2))^2))/(2*.15^2))/(x(.15)*sqrt(2*pi)); plot(f); I can't seem to plot this lognormal distribution in matlab, can someone help me? I am trying to find what ...
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### Creating Options Database

I am trying to create a database which will hold information for various stock options and will need to be updated daily. The idea is to use this database to keep track of changes in the open interest ...
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