Welcome to www.andersen-piterbarg-book.com
Description
pulled from site's meta descriptionwww.andersen-piterbarg-book.com
This is an automatically generated AboutUs page for andersen-piterbarg-book.com. Click the "Edit" button at the top of the page to make changes. Please read our Getting Started page if you need any help.
Categories:
- AboutUs AutoGen
- Interest Rate Modelling
- Leif Andersen
- Vladimir Piterbarg
- derivatives
- derivative securities
- options
- Bermudan swaptions
- CLEs
- callable Libor exotics
- Libor market model
- interest rates
- yield curve
- valuation
- Monte Carlo
- PDE
- quant
- quantitative research
- book
- risk sensitivities
- deltas
- quantitative finance
- computational menthods
- mathematical finance