Ogan Ozsoy Ph.D.

A Random Walk Through the Universe

HOME
CATEGORIES
TAGS
ARCHIVES
ABOUT

Home Tags swaptions

Tag

swaptions 1

Pricing IR Derivatives in the Hull White Framework Jun 10, 2026

Recently Updated

Diving deeper on Hull White Model
Pricing IR Derivatives in the Hull White Framework
Understanding Mean Reversion in Rates modeling
Intro to Jump Diffusion Models
Option pricing in a jumpy world

Trending Tags

options interest rates risk arbitrage derivative pricing mean reversion value at risk diversification ito calculus jump diffusion models

© 2026 Ogan Ozsoy. Some rights reserved.

Using the Chirpy theme for Jekyll.

Trending Tags

options interest rates risk arbitrage derivative pricing mean reversion value at risk diversification ito calculus jump diffusion models

A new version of content is available.