VIDEO: SIFMA and LIBOR Interest Rate Model for Public Finance

Posted by Peter Orr on Apr 21, 2012

Lots of people think rate models are the sole domain of astrophysicists who've gone through a career change. In this video, we break down the details of a simple but very powerful interest rate model that captures the fact that variable rates....well, vary. It's a companion to our Cashflow Model Example.xls and whitepaper on Interest Rate Models for Liability Management.  Enjoy and let us know what you think!