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  • Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios
    Random Switching Times Among Randomly Parameterized Regimes of Random Interest Rate Scenarios ... volatility parameter = obs (1 F )dt (2.1.4) This direct calculation eliminates the need to incorporate ...

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    • Authors: James Bridgeman
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Stochastic models