June 16, 2006

Statistical Package for MLE for VG, NIG, or any other stock models.

Is there any statisitical package for Calculating MLE exist?

I am looking for one for my dissertation. I want to validate VG , NIG, for the Credit spread. To calculating the MLE ( or any other Estimator ) is a major task of my dissertation.

Will any exisiting package for these kind of models, other than typical models? Any one can give me a hints??

Other than Probability plot, QQ–plot, and format test for validating a continous distribution?

Any one interested in pricing CDS option, very welcome to leave me a comment :)


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