Sökning: "Khalil El Adi"
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1. Interest rate modelling
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Many models have been developed throughout the years to describe the evolution of short term rates. One of the famous models is the Vasicek model. It was first introduced in 1977 and describes interest rates as a mean reversion process which is a specific characteristic that sets it apart from other financial assets. LÄS MER
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