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Interest rate models and their calibration: Black-Derman-Toy, Brennan-Schwartz, Cox-Ingersoll-Ross, Heath-Jarrow-Morton, Ho-Lee, Hull-White, Ogden, Richard, Vasicek
A number of well known models (e. g. Ho-Lee, Heath-Jarrow-Morton, LMM, Vasicek, Hull-White and Black-Karasinski) will be studied. Part IIprovides students with the ...
Lee Kong Chian School of Business, Singapore Management ... with Applications to Momentum and Value Strategies", by Steve HOGAN, Robert JARROW ...
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Fudan Consulting Company (Market Research industry): Project Manager, (April 2004-March 2006)
Ogilvy & Mather (Public Company; 1001-5000 employees; WPP; Marketing an...