Mathematical finance | Interest rates | Short-rate models

Short-rate model

A short-rate model, in the context of interest rate derivatives, is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate, usually written . (Wikipedia).

Short-rate model
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Exponential Growth Models

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From playlist Discrete Math

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Related Rates Part 1.mov

Setting up related rates equation for word sums.

From playlist Differentiation

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Logistic Growth Function and Differential Equations

This calculus video tutorial explains the concept behind the logistic growth model function which describes the limits of population growth. This shows you how to derive the general solution or logistic growth formula starting from a differential equation which describes the population gr

From playlist New Precalculus Video Playlist

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Multivariable Calculus | Definition of partial derivatives.

We give the definition of the partial derivative of a function of more than one variable. In addition, we present some examples. http://www.michael-penn.net http://www.randolphcollege.edu/mathematics/

From playlist Multivariable Calculus

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A05 Explanation of the matrix format of a system of linear differential equations

Explanation of the matrix notation used in systems of linear differential equations.

From playlist A Second Course in Differential Equations

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The Mathematics of Population Growth Using Linear Models

Introduce implicit and explicit population models and their notation. Solve guided problems involving population models and their applications.

From playlist Discrete Math

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Linear regression

Linear regression is used to compare sets or pairs of numerical data points. We use it to find a correlation between variables.

From playlist Learning medical statistics with python and Jupyter notebooks

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Linear Regression using Python

This seminar series looks at four important linear models (linear regression, analysis of variance, analysis of covariance, and logistic regression). A video that explains all four model types is at https://www.youtube.com/watch?v=SV9AxXFWZnM&t=12s This video is on linear regression usin

From playlist Statistics

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BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology

From playlist BEM1105x Course - Prof. Jakša Cvitanić

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BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology

From playlist BEM1105x Course - Prof. Jakša Cvitanić

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From playlist BEM1105x Course - Prof. Jakša Cvitanić

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Evolution of dispersal: Metapopulations by Ophelie Ronce

Table of Contents (powered by https://videoken.com) 0:00:00 Third Bangalore School on Population Genetics and Evolution 0:00:05 Evolution of dispersal: Metapopulations 0:00:10 6. DOES DISPERSAL ALLOW ESCAPE FROM (KIN) COMPETITION? 0:43:19 O. DOES DISPERSAL ALLOW ESCAPE FRO COMPETITION? 0:4

From playlist Third Bangalore School on Population Genetics and Evolution

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Mathematical Models of Financial Derivatives: Oxford Mathematics 3rd Year Student Lecture

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From playlist Advanced Calculus / Multivariable Calculus

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From playlist TEEB @ Yale

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BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology

From playlist BEM1105x Course - Prof. Jakša Cvitanić

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Darwinian Model Risk and Reverse Stress Testing

SIAM Activity Group on FME Virtual Talk Series Join us for a series of online talks on topics related to mathematical finance and engineering and running every two weeks until further notice. The series is organized by the SIAM Activity Group on Financial Mathematics and Engineering. Dat

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From playlist MIT 14.13 Psychology and Economics, Spring 2020

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Fixed Income: Twists are steepening or flattening of the yield curve (FRM T4-23)

[my xls is here https://trtl.bz/2v5jXvc] The drawback of yield-based duration and convexity is that implicitly they must assume a parallel shift in the rate curve. While there can be many non-parallel shift, the two most common are twists and butterflies. A twist is when the curve steepens

From playlist Valuation and RIsk Models (FRM Topic 4)

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How to compute partial derivatives

Free ebook http://tinyurl.com/EngMathYT Basic examples showing how to compute partial derivatives. Such ideas are seen in multivariable calculus.

From playlist A second course in university calculus.

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Wiener process | Rendleman–Bartter model | Chen model | Cox–Ingersoll–Ross model | Longstaff–Schwartz model | Yield curve | Stochastic differential equation | Stochastic process | Heath–Jarrow–Morton framework | Interest rate | Monte Carlo methods in finance | Parameter | Risk-neutral measure | Vasicek model | Black–Derman–Toy model | Kalotay–Williams–Fabozzi model | State variable | Forward rate | Trinomial tree | Shadow rate | Black–Karasinski model | Lattice model (finance) | Ho–Lee model | Stochastic | Natural filtration | Spot rate | Mathematical model | Binomial options pricing model | Zero lower bound | Ornstein–Uhlenbeck process | Compound interest | Monte Carlo methods for option pricing | Hull–White model