Reviews for Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

The average rating for Consistency Problems for Heath-Jarrow-Morton Interest Rate Models based on 2 reviews is 3 stars.

Review # 1 was written on 2021-01-27 00:00:00 Michael Elliott Very recommended for an introductory read with some programming/algorithm background. - Clear description of various biologically inspired algorithms, and their applications in financial modelling. The advantages and limitations are stated very clearly, inspiring further thoughts. - With enough programming background, I was able to quickly structure a brief algorithms in mind with the help of the texts and pseudo-codes. - Very thorough reference gives easy access to further readings and related researches.

Review # 2 was written on 2012-06-09 00:00:00 Bobby Jones Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.