Logo ARPM
Logo ARPM
start here
  • Quant Bootcamp
    • Quant Bootcamp

      The Quant Bootcamp is the most comprehensive overview course in Advanced Data Science and Quantitative Finance.

      You can attend onsite or live streaming.

    • Overview
      4+2 days, comprehensive curriculum + world-renowned guest speakers

      Reviews
      Alumni's voices about the Quant Bootcamp

      FAQs

      Register

    • Overview
    • Reviews
    • FAQs
    • Register
  • Quant Marathon
    • Quant Marathon

      The Quant Marathon is the most advanced program in Data Science and Quantitative Finance.

      You can follow the whole program or individual courses.

    • Overview
      7 courses over one year

      Courses
      All-encompassing, mutually exclusive, in-depth

      Reviews
      Alumni's voices about the Quant Marathon

      FAQs

      Register

      Watch Info Session

    • Overview
    • Courses
    • Reviews
    • FAQs
    • Register
    • Watch Info Session
  • Lab
    • Lab

    • Overview
      Multi-channel E-textbook on Advanced Data Science and Quantitative Finance

      Data Science
      Mathematical Statistics for Finance, Linear Mean-Covariance Statistics, Probabilistic Machine Learning, Time Series and Sequential Decisions

      Quant Finance
      Financial Engineering, Portfolio and Enterprise Risk Management, Portfolio Construction and Trading

      Primers
      Mathematics, Finance and Python

      Register

    • Overview
    • Data Science
    • Quant Finance
    • Primers
    • Register
  • Certification
    • Certification

      Financial institutions worldwide trust the ARPM Certification as a benchmark for the advancement of their in-house talent.

    • Overview
      ARPM Certification

      Testing
      Guidelines for the projects requested to achieve the ARPM Certification

      FAQs

      Register

    • Overview
    • Testing
    • FAQs
    • Register
  • start here contact us login
contact us
login

Book: Risk and Asset Allocation

Book Risk-Asset-Allocation-Springer-Finance

Neither "Normal" not "Lognormal": Modeling Interest Rates Across all Regimes

Author Name: Attilio Meucci, Angela Loregian

Icon ARPM Lab Lab link

Icon PDF Download article

Icon Matlab Download code

 
arpm small logo
About us Start here
Clients and partners Corporate program Academia program
Contact us Book
Contact us   Linkedin
Terms ⚪ Privacy policy ⚪ Refund policy ⚪ Cookies policy ⚪ Copyright ⚪ IT requirements
© 2025 ARPM, All rights reserved.