Jarrow–Turnbull model

The Jarrow–Turnbull model is a mathematical model that helps investors to decide how risky an investment might be. The model looks at the past performance of investments and calculates the probability of different outcomes. It also looks at interest rates and compares them to the expected return of the investment. The model works by looking at all these factors and then predicting the chances of making a profit or a loss on the investment. An investor can then use this information to decide how much risk they want to take with their investments.