'White process' presentation slideshows

648 views • 26 slides

Fast solver three-factor Heston / Hull-White model

Fast solver three-factor Heston / Hull-White model. Floris Naber ING Amsterdam & TU Delft. Delft 22 March 15:30 www.ing.com. Outline. Introduction to the problem (three-factor model) Equity underlying Stochastic interest Stochastic volatility

509 views • 16 slides

Chapter 9 Global Snapshot

Chapter 9 Global Snapshot. The mystery of the missing dollars. Picture taken at A - $400 A sends $100 to B Picture taken at B - $400 Total is $800. Send $100. B. A. $300. $400. Global Snapshot Problem. Determine the global system state (e.g. the total money )

250 views • 12 slides