University of Cambridge > Talks.cam > How People Really Make Medical Decisions: The Problem of the Patient > “Marking to Market: Stochastic interest rate modelling”.

“Marking to Market: Stochastic interest rate modelling”.

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We’ll go through why financial companies need stochastic models of future interest rates, then explain some popular models that are out there and why they are (often) not up to the job. Finally we’ll go through how on earth you can calibrate these models.

This talk is part of the How People Really Make Medical Decisions: The Problem of the Patient series.

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