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Financial Analysts Journal Volume 72, 2016 - Issue 3
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Risk Management

Neither “Normal” nor “Lognormal”: Modeling Interest Rates across All Regimes

Attilio Meucci Attilio Meucci, CFA, is a researcher at ARPM|Advanced Risk and Portfolio Management and chief risk officer at KKR, New York City.
, CFA &
Angela Loregian Angela Loregian is a researcher at ARPM|Advanced Risk and Portfolio Management, New York City.
Pages 68-82 | Published online: 27 Dec 2018

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