Interest Rate Model

William Carpenter / February 2024

Sample heading 1

Building an interest rate model together. Documentation PDF also available that contains for equations! Github page with more details here!

Financial Fundamentals

Mathematical Foundations

Model Choice

Model Construction

Code

And here is some inline code!

Here is a nice code block:

def crr_trinomial_tree(S, K, r, t, T, vol, call, american)

Tables