Analyze the role of interest rate models, such as the Vasicek model or the Cox-Ingersoll-Ross model, in
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Analyze the role of interest rate models, such as the Vasicek model or the Cox-Ingersoll-Ross model, in estimating and forecasting interest rate dynamics and term structure movements. How do these mathematical models capture the stochastic nature of interest rate movements and assist in pricing interest rate derivatives and valuing fixed-income securities?
Related Book For
Fixed Income Securities Valuation Risk and Risk Management
ISBN: 978-0470109106
1st edition
Authors: Pietro Veronesi
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