Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: ITT nmnewton

Quantlet: ITTtermder
Description: auxiliary quantlet for ITT. It evaluates the Jacobian of the left sides of the non-linear equation system at given time points.

Usage: jac=ITTtermder(t)
Input:
t t x 1 vector; time points
Output:
jac matrix; Jacobian matrix

Note:




Author: K. Komorad, W. Haerdle, 20020324 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006