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Hull White Term Structure Simulations in Python

Publicado em: 04 Fevereiro 2024
no canal de: Statistics and Risk Modeling
2,119
38

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.
You are welcome to provide your comments and subscribe to my YouTube channel.

The Python code is uploaded into https://github.com/AIMLModeling/HullW...

Nesta página do site você pode assistir ao vídeo on-line Hull White Term Structure Simulations in Python duração hora minuto segundo em boa qualidade , que foi baixado pelo usuário Statistics and Risk Modeling 04 Fevereiro 2024, compartilhe o link com seus amigos e conhecidos, no youtube este vídeo já foi visto 2,119 vezes e gostou 38 espectadores. Boa visualização!

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In Conversation with Ms. Samantha Salvatori | University of Nebraska Omaha, USA.

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