Can I chnage my user name?

Could you delete the post that I send you in a private message, please?

Could you delete the post that I send you in a private message, please?

I think that around 350-400 euros for the three books will be a good price.Maybe a discount rate if you buy all three at the same time?

<t>QuoteOriginally posted by: outrunWe work on proprietary stochastic non-linear dynamical short rate / curve models that model the dynamics of the curve system. These models generalize stochastic volatility models and are used to take statistical arbitrage positions in the forward derivative market...

<r>QuoteOriginally posted by: piterbargWe cover short-rate models (one- and multi-factor) with stochastic volatility, as well as quadratic short rate models (another way of getting the smile) in our upcoming book.Vladimir-------------------------------------------------------------------------------...

Edwyn I'm looking more in research papers to know where is the actual work moving.But thanks for your help. I will look it.

Ok!Thank you so much.

Gmike do you know a name of a model or paper after BGM model?Almost all the books use to stop there and I didn't found many information available on internet.

What do you refer?Do you think that all it's done?

hi!Maybe it's a silly question, but where are the world of interest rates models moving?What kind of research are involving this world ? or nowdays is the research more focused on the credit's spread and credit models?Thanks!

Thanks guys!I think that maybe I will have to use a copula method if I want to go in that way.

Ramsey:I think that I dont understand your reply.Do you want to mean that when I find the mean and desviation of all my random variables i could work with it like there were independent? PS: Thanks for your help Ramsey