Essays about: "Mohammed Benmakhlouf Andaloussi"
Found 1 essay containing the words Mohammed Benmakhlouf Andaloussi.
-
1. The Swap Market Model with Local Stochastic Volatility
University essay from KTH/Matematisk statistikAbstract : Modeling volatility is an intricate part of all financial models and the pricing of derivative contracts. And while local volatility has gained popularity in equity and FX models, it remained neglected in interest rates models. READ MORE
Result pages:
1