-
Andrew Kalotay (born 1941) is a Hungarian-born
finance professor, Wall
Street quant and
chess master. He is best
known as an
authority on
fixed income...
- ****et-backed
securities and
structured products. He is a co-developer of the
Kalotay–Williams–Fabozzi
model of the
short rate, used in the
valuation of interest...
-
Daphne Kalotay is a
novelist and
short story writer who
lives in Somerville, M****achusetts. She is
known for her novels,
Russian Winter (Harper, 2010)...
- the
issue of
explosion of the
expected bank
account in
finite time. The
Kalotay–Williams–Fabozzi
model (1993) has the
short rate as d ln ( r t ) = θ...
- Cox–Ingersoll–Ross
model Black–Karasinski
model Black–Derman–Toy
model Kalotay–Williams–Fabozzi
model Longstaff–Schwartz
model Chen
model Forward rate-based...
-
pricing of equity, FX and interest-rate options. Wiley. ISBN 0-471-89998-4.
Kalotay,
Andrew (November 1995). "The
Problem with Black,
Scholes et al" (PDF)...
- Cox–Ingersoll–Ross Ho–Lee Hull–White Black–Derman–Toy Black–Karasinski
Kalotay–Williams–Fabozzi Longstaff–Schwartz Chen Rendleman–Bartter Heath–Jarrow–Morton...
-
Springs Uplift, Wyoming. laramie, Wyoming:
Wyoming geological survey.
Kalotay,
Daphne (2010).
Russian Winter (First ed.). New York, NY: Harper. pp. 184–185...
- ISBN 978-0-07-338240-1.{{cite book}}: CS1 maint:
multiple names:
authors list (link)
Kalotay,
Andrew J.; Williams,
George O.; Fabozzi,
Frank J. (1993). "A
Model for...
-
reverting with
lognormal variant available) are
often preferred.: 385 The
Kalotay–Williams–Fabozzi
model is a
lognormal analogue to the Ho–Lee model, although...
