Hull White Term Structure Simulations in Python
In financial mathematics, the Hull–White model is a model of future interest rates.
In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates.
I simulated the Hull White interest rate term structure model in Python and compared simulated average value and the analytical solution.
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The Python code is uploaded into https://github.com/AIMLModeling/HullW...
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