A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed] - Local volatility - Document - PDFSEARCH.IO

First Page	Meta Content
	A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed] Add to Reading List Document Date: 2014-03-17 15:14:23 Open Document File Size: 610,51 KB Share Result on Facebook Company LE / Bernstein / / / IndustryTerm risk management / clever cache management / illiquid products / low cost hardware / interest rate derivative products / / Person Desiderata / Claudio Albanese / Claudio Albanese Manlio Trovato / / Position driver / interest rate term structure smile model / The interest rate model / stochastic monetary policy interest rate model / / Technology following algorithm / / SocialTag Options Markov models Stochastic processes Markov chain Continuous-time Markov process Volatility smile Local volatility Stochastic volatility Matrix Statistics

A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed]Add to Reading List