Vasicek Model : Vasicek Model, Mathematical Model, Mathematical Finance, Applied Mathematics, Mathematics, Financial Market, Interest Rate, Short Rate Model, Market Risk

Language: English

Published by Betascript Publishers, 2010

6130334842 / 9786130334840

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Neu neuware, importqualität, auf lager - High Quality Content by WIKIPEDIA articles! In finance, the Vasicek model is a mathematical model describing the evolution of interest rates. It is a type of 'one-factor model' as it describes interest rate movements as driven by only one source of market risk. The model can be used in the valuation of interest rate derivatives, and has also been adapted for credit markets, although its use in the credit market is in principle wrong, implying negative probabilities. It was introduced in 1977 by Oldrich Vasicek.

Seller Inventory # INF1000411586

Title
Vasicek Model : Vasicek Model, Mathematical Model, Mathematical Finance, Applied Mathematics, Mathematics, Financial Market, Interest Rate, Short Rate Model, Market Risk
Author
Lambert M. Surhone
Publisher
Betascript Publishers
Publication year
2010
Condition
Neu
Binding
Soft cover
Language
English
ISBN 10
6130334842
ISBN 13
9786130334840
Item weight
134 grams
Dimensions
221x149x7 mm

AHA-BUCH GmbH

Einbeck, Germany

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