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SUMMARY:“Marking to Market: Stochastic interest rate modelling”. - Spe
 aker to be confirmed
DTSTART:20191015T170000Z
DTEND:20191015T193000Z
UID:TALK132919@talks.cam.ac.uk
CONTACT:11281
DESCRIPTION:We’ll go through why financial companies need stochastic mod
 els of future interest rates\, then explain some popular models that are o
 ut there and why they are (often) not up to the job. Finally we’ll go th
 rough how on earth you can calibrate these models.\n\n 
LOCATION:  Centre for Mathematical Sciences MR4\, CMS
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