a

Mihail Turlakov ·

Changes to the content

# Interest Rates Models
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## Hull-White model https://en.wikipedia.org/wiki/Hull%E2%80%93White_model
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## Libor Market Model
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[Lesniewski](https://mfe.baruch.cuny.edu/wp-content/uploads/2019/12/IRC_Lecture11_2019.pdf)
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[thesis - Robust Calibration of the Libor Market Model](https://d-nb.info/1018707077/34)
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[Bermudan swaptions](https://www.nag.com/doc/techrep/pdf/tr2_15.pdf)
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## [reviews](https://beckassets.blob.core.windows.net/product/toc/335682/9783540221494_toc_001.pdf)
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https://www.atlantafed.org/-/media/documents/research/publications/economic-review/2004/vol89no3_fisher.pdf
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https://mitp-content-server.mit.edu/books/content/sectbyfn?collid=books_pres_0&id=14011&fn=sample_chapter.pdf
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# Parents
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* Black-Scholes and options theory⏎

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