short rate model after financial crisis
Posted: December 15th, 2015, 11:04 am
What models are used for short rate simulation after financial crisis(like shifting to stochastic basis and dual bootstraping in case of libor model)?
wilmott.com
Serving the Quantitative Finance Community
https://forum.wilmott.com/
short rate model after financial crisis
Page 1 of 1
short rate model after financial crisis
Posted: December 17th, 2015, 5:20 pm
The same ones as before