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Date: 2009-09-25 09:44:59Finance Economics Black–Derman–Toy model Volatility Yield curve Interest rate cap and floor Heath–Jarrow–Morton framework BDT Vasicek model Mathematical finance Fixed income analysis Financial economics | Add to Reading ListSource URL: belkcollegeofbusiness.uncc.eduDownload Document from Source WebsiteFile Size: 538,87 KBShare Document on Facebook |
How To Tell If You Might Be A Quant∗ Andrew W. Lo Latest Revision: September 29, If your idea of a “cute model” is the Black-Derman-Toy short-rate model, and your idea of a “supermodel” is Duffie and SiDocID: 19AMY - View Document | |
COURSE NAME: Mathematics[removed]Actuarial Models I PREREQUISITES: MATH 570, MATH 572. The class is offered on both undergraduate[removed]and graduate level[removed]This course covers the material for the Society of ActuDocID: 100Ux - View Document | |
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