Variance Reduction in HullWhite Using Moment Matching

>> YOUR LINK HERE: ___ http://youtube.com/watch?v=FRJF7o59JFg

Variance reduction refers to techniques or methods aimed at reducing the variance, or variability, of the output of a statistical estimator or simulation. • Moment matching is a technique used in statistics and probability theory to adjust the parameters of a distribution so that it matches certain moments of another distribution. • I explained the concepts of variance reduction and moment matching and why we use them. • Then I demonstrated how my model used moment matching for variance reduction. • You are welcome to provide your comments and subscribe to my YouTube channel. • The Python code is uploaded into https://github.com/AIMLModeling/Momen...

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