Stochastic analysis is a fundamental branch of probability theory which is linked to diverse areas of mathematics (e.g. partial differential equations, mathematical physics, geometry) and finds ...

All Americans should find it astonishing that current presidential administration officials would have felt compelled to make the rounds on Sunday Morning talk shows in an attempt to explain to the ...

The stochastic alpha beta rho model is a stochastic volatility model for forward prices commonly used in the modelling of interest rate derivatives. The alpha, beta and rho in the name are parameters ...