Dashboard

Featured nodes

Roots

  • Public root

Templates

  • Test template
  • iCorps template
  • Guanyu's Latex template
  • Ivar's latex template
  • Family Tree template
  • Latex template
  • Router template

Trees

  • Public trees

Orphans

  • Browse orphan nodes
Related nodes

Parents1

  • Derivatives and models

Siblings4
  • Sort by title
  • Sort by date

  • The transformation of financial markets
  • XVA (valuation adjustments for derivatives)
  • Interest Rates Models
  • Option pricing models

Children2
  • Sort by title
  • Sort by date

  • IR skew
  • Risk-Free Rates
Knowenβ
  • Help
    • Welcome to Knowen!
    • Edit test node (no login required)
    • Create new test node (no login required)
  • Not logged in
    • Sign in
    • Sign up

History & Comments

Back

a

Author:Mihail Turlakov
Description:
# Interest Rates Models
⏎
⏎
⏎
## Hull-White model https://en.wikipedia.org/wiki/Hull%E2%80%93White_model
⏎
⏎
## Libor Market Model
⏎
[Lesniewski](https://mfe.baruch.cuny.edu/wp-content/uploads/2019/12/IRC_Lecture11_2019.pdf)
⏎
[thesis - Robust Calibration of the Libor Market Model](https://d-nb.info/1018707077/34)
⏎
[Bermudan swaptions](https://www.nag.com/doc/techrep/pdf/tr2_15.pdf)
⏎
## [reviews](https://beckassets.blob.core.windows.net/product/toc/335682/9783540221494_toc_001.pdf)
⏎
https://www.atlantafed.org/-/media/documents/research/publications/economic-review/2004/vol89no3_fisher.pdf
⏎
https://mitp-content-server.mit.edu/books/content/sectbyfn?collid=books_pres_0&id=14011&fn=sample_chapter.pdf
⏎
# Parents
⏎
* Black-Scholes and options theory⏎
Sign in to add a new comment

Contact us or leave feedback

© KTree Inc. 2026