<t>I was going through some code that referred to Interest Rate Modeling by Andersen and Piterbarg for a Black formula for European swaptions in a stochastic volatility displaced diffusion LMM, where the volatility follows a CIR process. I do not have access to those books and have been unable to fi...

<t>If I want to get a Monte Carlo price for a swaption in an LMM model, do I evolve the fixing LIBORs until the option expiry and calculate the swap rate based on the fixing LIBORs at option expiry, or do I evolve each fixing LIBOR until the swaplet date? I've tried looking through books and article...

<t>hello. i am about to graduate from my masters in quant. finance and have had offers from sig trading in dublin, citi markets mathematical finance sales and trading in london, chicago trading in london, optiver trading in amsterdam, tibra trading in london, and credit suisse risk methodology quant...