Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (16): Discrete Forward Rate Term Struct (1)
Channel: finmath
Date: 2021-12-15

Lecture 2021-2: Applied Mathematical Finance / Computational Finance 2: Session 16: Discrete Forward Rate Term-Structure Models (1)

- Model Specification with Local Volatility Function
- Special Model Variants
  - Lognormal Model
  - Normal Model
  - Displaced Lognormal Model
  - Stochastic Volatility Model