Software engineer Sai Bhargav Yalamanchi notes that mathematical tools helping practitioners interpret uncertainty have ...

This is a preview. Log in through your library . Abstract In this paper, we derive restrictions for Granger noncausality in MS-VAR models and show under what conditions a variable does not affect the ...

The class of Markov-functional models (MFMs) provides a framework that can be used to define interest-rate models of finite dimension calibrated to any arbitrage-free formula for caplet or swaption ...