Exchange and Interest Rates Simulation Module

RSim simulation program is a Matlab based application which reports the interest rates, exchange parity and inflation simulations with a user-friendly interface. This program is designed on the purpose of forseeing the parameters such as inflation, USD/TRY and EUR/TRY by using Geometric Brownian Model and those such as interest rates of TRL treasury bonds and Eurobonds by using Cox-Ingersoll-Ross, Full, Diebond&Li models.In addition; by the duty list defined by the user, it is able to create reports in word format of quantile graphics as well as parameters such as volatility, long term mean, speed and gamma whose simulation scenarios are used in stochastic processes.

© 2022 RiskTürk