Interest Rate Models: Paradigm shifts in recent years Damiano Brigo Q-SCI, Managing Director and Global Head DerivativeFitch, 101 Finsbury Pavement, London Columbia University Seminar, New York, November 5, 2007 - Short-rate model - Document - PDFSEARCH.IO

First Page	Meta Content
	Interest Rate Models: Paradigm shifts in recent years Damiano Brigo Q-SCI, Managing Director and Global Head DerivativeFitch, 101 Finsbury Pavement, London Columbia University Seminar, New York, November 5, 2007 Add to Reading List Document Date: 2007-11-08 17:48:43 Open Document File Size: 459,87 KB Share Result on Facebook Facility University Seminar / / IndustryTerm finance / / Organization Columbia University / MIT / / Person Stephen Ross / DerivativeFitch / / Position rt / Managing Director and Global Head / initial point rt / rt / the instantaneous interest rate / Forward / / URL http / SocialTag Economics Interest rates Fixed income analysis Damiano Brigo Interest rate swap Yield curve Short-rate model Discounting Heath–Jarrow–Morton framework Financial economics

Interest Rate Models: Paradigm shifts in recent years Damiano Brigo Q-SCI, Managing Director and Global Head DerivativeFitch, 101 Finsbury Pavement, London Columbia University Seminar, New York, November 5, 2007Add to Reading List