Interest Rate Modeling with the Heath-Jarrow-Morton Framework
Interest Rate Modeling with the Heath-Jarrow-Morton Framework The Heath-Jarrow-Morton (HJM) framework serves as a foundational model for understanding…
Risk Management Using Stochastic Differential Models
Risk Management Using Stochastic Differential Models In the realm of Quantitative Finance, understanding and managing risks is paramount.…
Stochastic Volatility Models: Heston Model and Beyond
Stochastic Volatility Models: Heston Model and Beyond Stochastic volatility models have gained prominence in quantitative finance due to…