The problem with interest rates are that you are not modeling a single number, you are modeling a whole term structure, so it is a sort of different type of problem.
quote by John Hull
Added by Lucian Velea
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The problem with interest rates are that you are not modeling a single number, you are modeling a whole term structure, so it is a sort of different type of problem.
quote by John Hull
Added by Lucian Velea
Comment! | Vote! | Copy!