Cox–Ingersoll–Ross model - PDFSEARCH.IO - Document Search Engine

Cox–Ingersoll–Ross model
Results: 20

#	Item
1	DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:58 Finance Hull–White model LIBOR market model Heston model Stochastic volatility Local volatility Short-rate model Forward measure Cox–Ingersoll–Ross model Mathematical finance Financial economics Statistics
2	The Parameter Estimation for the CIR model Research conducted to facilitate use of CIR model for interest rate modeling in the Pakistani Financial markets Abstract Add to Reading List Source URL: www.alchemya.com Language: English - Date: 2014-08-20 01:06:33 Economics Fixed income analysis Statistics Stochastic processes Cox–Ingersoll–Ross model Short-rate model Vasicek model Yield curve Economic model Mathematical finance Interest rates Financial economics
3	Journal of Business Finance & Accounting, 27(7) & (8), Sept./Oct. 2000, 0306-686X A New Stochastic Duration Based on the Vasicek and CIR Term Structure Theories Xueping Wu* Add to Reading List Source URL: personal.cityu.edu.hk Language: English - Date: 2008-10-02 11:38:35 Mathematical finance Interest rates Economics Finance Stochastic processes Bond valuation Cox–Ingersoll–Ross model Bond duration Yield curve Fixed income analysis Financial economics Bonds
4	Journalof BANKING & ELSEVIER Journal of Banking & Finance720 Add to Reading List Source URL: personal.cityu.edu.hk Language: English - Date: 2008-10-02 11:44:38 Economics Finance Stochastic processes Interest rates Options Cox–Ingersoll–Ross model Yield curve Bond valuation Vasicek model Financial economics Mathematical finance Fixed income analysis
5	If the short-term rate r(t) is taken to be unobservable, there are four coefficients to and 4,. From these estimated coefficients we can derive be estimated: K, +0, the implied parameters, implied short - term rate: Add to Reading List Source URL: personal.cityu.edu.hk Language: English - Date: 2011-11-11 01:56:56 Stochastic processes Fixed income analysis Interest rates Financial economics Economics Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Spline Statistics Mathematical finance Interpolation
6	CME Morphology and Kinematics from Comprehensive STEREO Observations Brian Wood, Russ Howard, Simon Plunkett, Dennis Socker, Arnaud Thernisien Naval Research Lab, Space Sciences Division Add to Reading List Source URL: stereo-ssc.nascom.nasa.gov Language: English - Date: 2009-11-02 15:46:43 Fixed income analysis Statistics Financial economics Mathematical sciences Stochastic processes Mathematical finance Cox–Ingersoll–Ross model
7	HI2-A HI2-B Three Dimensional Reconstructions of Corotating Add to Reading List Source URL: stereo-ssc.nascom.nasa.gov Language: English - Date: 2010-04-28 11:02:40 Fixed income analysis Statistics Financial economics Mathematical sciences Stochastic processes Mathematical finance Cox–Ingersoll–Ross model
8	FINM 6900 Finance Theory University of Queensland Lecture Note 9 The Cox-Ingersoll-Ross Model Add to Reading List Source URL: teach.business.uq.edu.au Language: English - Date: 2015-02-05 19:45:33
9	FINM 6900 Finance Theory University of Queensland Lecture Note 10 The Cox-Ingersoll-Ross Term Structure Model Add to Reading List Source URL: teach.business.uq.edu.au Language: English - Date: 2015-02-05 19:45:35
10	FINM6900 Finance Theory Review February 3, [removed] Add to Reading List Source URL: teach.business.uq.edu.au Language: English - Date: 2015-02-05 20:01:51 Economics Capital asset pricing model Black–Scholes Beta Cox–Ingersoll–Ross model Economic equilibrium Mathematical finance Financial economics Finance

UPDATE