Sökning: "Gusten Lindkvister"
Hittade 1 uppsats innehållade orden Gusten Lindkvister.
1. The Fallacy of The Cox, Ingersoll & Ross Model. An empirical study on US bond data
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This paper examines the performance of the original one-factor Cox, Ingersoll & Ross model during a contemporary dataset using an OLS procedure. The model is fundamental for many nancial models used for investment decisions, it is therefore important to validate its performance during current market conditions characterized by low interest rates. LÄS MER
Resultatsidor:
1