Use market data for zero-coupon bond prices to fit a Vasicek model for the interest rate.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:59 AM

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Use market data for zero-coupon bond prices to fit a Vasicek model for the interest rate.

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We compute prices of zerocoupon bonds in the Vesica...View the full answer

Introduces Quantitative Finance

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