A futures pricing equation that predicts interest rate movement. The result comes from a combination of market risk, time and a value that rates gravitate to during certain events.
Related information about Vasicek interest rate model:
- Vasicek model - Wikipedia, the free encyclopedia
In finance, the Vasicek model is a mathematical model describing the evolution of interest rates. It is a type of "one-factor model" (more precisely, one factor short ...
- Vasicek Interest Rate Model Definition | Investopedia
A method of modeling interest rate movement that describes the movement of an interest rate as a factor of market risk, time and equilibrium value that the rate ...
- VASICEK INTEREST RATE MODEL: - Doria
VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION, EVOLUTION OF THE SHORT-TERM INTEREST RATE. AND TERM STRUCTURE. Bachelor´s ...
- Pricing European Equity Options Based On Vasicek Interest Rate ...
Based On Vasicek Interest Rate Model. First Authors: Yueran Ma, Hao Wen. Second Author: Wan Duan. High School Affiliated to Renmin University of China ...
- Lecture notes and papers on Vasicek interest rate model
... for Quantitative Finance and Trading. Username: Password: ...
- Fun with the Vasicek Interest Rate Model | (R news & tutorials)
Apr 22, 2010 ... A common model used in the financial industry for modelling the short rate (think overnight rate, but actually an infinitesimally short amount of ...
- What is Vasicek interest rate model? definition and meaning
Definition of Vasicek interest rate model: A futures pricing equation that predicts interest rate movement. The result comes from a combination of market risk, time ...
- Exam-Style Questions on the Vasicek Interest Rate Model - Yahoo ...
Apr 21, 2008 ... Section 71 of The Actuary's Free Study Guide for Exam 3F / Exam MFE offers five exam-style questions on the Vasicek interest rate model as ...