Video library: Michael Dempster, Efficient calibration of a nonlinear long term yield curve model effective from low rate regimes

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International conference "Advanced Finance and Stochastics"
June 25, 2013 09:30–10:20, Moscow, Steklov Mathematical Institute of RAS

Efficient calibration of a nonlinear long term yield curve model effective from low rate regimes

Michael Dempster

University of Cambridge, UK

*Presentation:*
	PowerPoint	2.1 Mb

Presentation:

7081.pptx (2.1 Mb)

Language: English