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Author:Mihail Turlakov
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# 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⏎
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