i****e
发帖数: 78 | 1 modeling spot?
convenient yield method?
any other method? | t**********a
发帖数: 166 | 2 Why not modeling forward curve directly?
what you just mentioned is just one approach,building spot dynamics +
convenient yield model -> forward curve model.
【在 i****e 的大作中提到】
: modeling spot?
: convenient yield method?
: any other method?
| i****e
发帖数: 78 | 3 forward curve does not exist yet, only have spot price.
I don't need to model forward curve dynamics. how
do you model forward curve?
【在 t**********a 的大作中提到】
: Why not modeling forward curve directly?
: what you just mentioned is just one approach,building spot dynamics +
: convenient yield model -> forward curve model.
|
|
