Hello,
I was wondering if anyone could help me with a problem I am having. I need to price a cross-currency swap using a calibrated EV (Hull-White) model. I am doing so using Monte Carlo simulation. I have the interest rates being simulated forward in time, but I don't know how to simulate...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.