ito volatility rates stochastic stochastic calculus options brownian motors diffusion risk management risk affine models thermal ratchets convexity show rate models brownian motion correlation yield curve martingale ho-lee gaussian fx leibniz calculus callable hjm bdt hedging yield monte carlo smile skew stratanovitch swaps expectation advection portfolio sde discount basis langevin halperin pavliotis saint malo heston sabr black-scholes bachelier replication binomial mean-reversion pricing lehman formosa structured notes curve inversion digital options pdf pde mayfair chicago blues brothers macro maxwell demon chemotaxy taylor pl explain greeks statistics inhomogeneous diffusion stratonovitch entropy group theory games puzzle ho lee girsanov finance simulation dynamic hedging #rates #yieldcurve #libor #ratesmodeling #fixedincome #swap #bond forward rates ricatti zero coupons time travel isometry measure interest rates fubini inception gödel triangle inflation radon-nikodym novikov
See more