Quantitative Finance - Toward A General Framework for Modelling Roll-Over Risk

Quantitative Finance - Toward A General Framework for Modelling Roll-Over Risk

Society for Industrial and Applied Mathematics via YouTube Direct link

Introduction

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1 of 19

Introduction

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Quantitative Finance - Toward A General Framework for Modelling Roll-Over Risk

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  1. 1 Introduction
  2. 2 Outline
  3. 3 Background
  4. 4 Basis Swap
  5. 5 Liois Spread
  6. 6 Literature
  7. 7 Arbitrage Strategy
  8. 8 RollOver Risk
  9. 9 Question
  10. 10 Presentation
  11. 11 Feedback Policy
  12. 12 Independent Trials
  13. 13 Learning Algorithms
  14. 14 Exploration Policy
  15. 15 PhaseBased Algorithm
  16. 16 Performance Gap Assumption
  17. 17 Numerical Result
  18. 18 Linear Dynamic
  19. 19 Exploration

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