CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES CLAUDIO ALBANESE Abstract. Although economically more meaningful than the alternatives, short rate models have been dismissed for financial engineering applications in favor of ma - Analysis of Alternatives - Document - PDFSEARCH.IO

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	CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES CLAUDIO ALBANESE Abstract. Although economically more meaningful than the alternatives, short rate models have been dismissed for financial engineering applications in favor of ma Add to Reading List Document Date: 2014-03-17 15:14:22 Open Document File Size: 1,50 MB Share Result on Facebook Company GPU / Cox / mTi / Let us / / Country Bermuda / / IndustryTerm performance computing world / analytic closed form solutions / cluster computing / financial engineering applications / / Person CLAUDIO ALBANESE / Manlio Trovato / / Product Pentax K-x Digital Camera / / Technology shared memory / Levenberg-Marquardt algorithm / / SocialTag Mathematical finance Applied mathematics Markov models Interest rates Interest rate derivative Discretization Markov chain Short-rate model Lattice Control theory

CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES CLAUDIO ALBANESE Abstract. Although economically more meaningful than the alternatives, short rate models have been dismissed for financial engineering applications in favor of maAdd to Reading List