Discover the BGM Model's role in pricing interest rate derivatives using LIBOR rates. Learn its applications, advantages, and insights for swaptions and caplets.

Discover how tail risk impacts portfolios, why rare financial events matter, and strategies for safeguarding investments against significant, unexpected losses.

Abstract: In the last few years, several new algorithms based on graph cuts have been developed to solve energy minimization problems in computer vision. Each of these techniques constructs a graph ...