hai, m an actuarial science student. Im finding difficulties in writing VBA code for the following question. Can you help me?
Question:
Simulation of stochastic short rate that follows vasicek or CIR model for pricing of interest rate over 3 years.
Hints given:
Milstein and Euler test,, control variate method,, boyle modification,, variance reduction,, antithetic method,, swap,, one floor one cap with