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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 The behavior of extreme paths in the usual stochastic interest rate models is not nearly so plausible ...

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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