Compare interest rate data with your share price data. Are there any major differences? Is the asset

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Compare interest rate data with your share price data. Are there any major differences? Is the asset price model

dS = μS dt + σS dX

also suitable for modeling interest rates?

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:52 AM

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Compare interest rate data with your share price data. Are there any major differences? Is the asset

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When interest rates are rising both businesses and consum...View the full answer

Introduces Quantitative Finance

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