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  • Real-world interest rate models in a low interest rate environment
    Real-world interest rate models in a low interest rate environment This article presents a case study that examines the implication of using real-world interest rate scenario generators with a ...

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    • Authors: Marshall Lin, Jean-Philippe Larochelle, Francisco Orduna
    • Date: Dec 2015
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: The Modeling Platform
    • Topics: Economics>Financial economics; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models