The real challenge was to model all the interest rates simultaneously, so you could value something that depended not only on the three-month interest rate, but on other interest rates as well. ↗
In the interest rate area, traders have for a long time used a version of what is known as Black's model for European bond options; another version of the same model for caps and floors; and yet another version of the same model for European swap options. ↗
I seldom have my stuff up unless I'm testing it. If I'm worrying about a painting, I put it up and see if I detest it quickly or slowly. Otherwise I have things by other artists. ↗
That's the test of street art - to see if anybody stopped. People would cross out ones they didn't like and would star others. I liked that people would engage with them. ↗