Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (26): Term Structure Model Calibration (1)

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Lecture 2021-2: Applied Mathematical Finance / Computational Finance 2: Session 26: Discrete Forward Rate Term-Structure Models (11): Calibration (1)

- Calibration
- Choice of the Initial Values
- Choice of the Volatilities
- Implied Volatility
- Implied Volatility Smile
- Termstructure of Volatilities
- Numerical Experiments
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