What is the most concise way to learn about bond and interest rate models from the book Mathematical Models of Financial Derivatives by Yue-Kuen Kwok? I have studied Oksendals Stochastic Differential ...
EDSF or Eurodollar synthetic forward curve is used as an interest rate benchmark. Why? When should I use the EDSF "E-curve"? Any references would be extremely helpful.
As the title says, I am looking for a real world example where a forward interest rate is negative. Theoretically this is not a problem at all, if I look for a 3M forward interest rate that starts ...