User Portlet
| Discussions |
|---|
| As always Igor, a very well written explanation of the use of change of measure techniques for multi-curve dynamics in the evaluation of interest rate derivatives. However I am still confused about some of the details in the section Libor adjustment... |
| Thanks Silvio for sharing this gem of programming and visualization with the rest of the Community. It gives a terrific insight into the new functionality in M10.4 Michael |
| A great article Alan. Full of interesting details. Is it possible to get a copy of the notebook from which you generated this article? Also in what ways do you think your analysis differs significantly from that of the NYT article? Michael |
| This is not the correct error message for this problem. It is saying that the indicator "RateOfChange" is not of the message format symbol::name. However this is not the problem with this calculation. In[1]:=... |
| Igor Is it possible to get the notebook behind this and the other PDF files? Thank you Michael |
| Igor Thank you for including the notebook as well. That way I can play around with the results. Michael |
| Actually, none of the links to your articles in MathSource seem to be working |
| Igor Is it possible to get the notebook behind this and the other PDF files? Thank you Michael |
| Igor Is it possible to get the notebook behind this and the other PDF files? Thank you Michael |
| Igor Is it possible to get the notebook behind this and the other PDF files? Thank you Michael |