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May
15
comment What's the best way to test/validate an interest rate lattice model
Great suggestions. Thanks!
May
15
comment What's the best way to test/validate an interest rate lattice model
@mepuzza 1 factor model with mean reversion, deterministic vol
Feb
8
comment Expected Growth
I understand that it becomes the risk free rate after an appropriate change of measure. What I am asking for is whether I can estimate the non-risk free value?
Feb
3
comment What are some good technical and non-technical books for a math lover to get in to quantitative analysis?
But this book does not give much intro to how the market functions. For that look at his other book, "Principles of Financial Engineering". -- RIP Neftci