TERM STRUCTURE OF INTEREST RATES Term Structure of Interest Rates This is the first of two articles on the term structure. In it, the authors discuss some term structure fundamentals and the measurement of the current t

Source URL: pluto.mscc.huji.ac.il

• Mathematical finance
• Fixed income analysis
• Interest rates
• Stochastic processes
• Actuarial science
• CoxIngersollRoss model
• Vasicek model
• Bond valuation
• Yield curve
• BlackDermanToy model
• Discounting
• Time value of money

Autor: Jan Matyáš Vedoucí práce: Ing. Zdeněk Vašíček Co je to RONJA RONJA je open-source hardwarové zařízení sloužící k realizaci bezdrátové počítačové sítě. Je založeno na principu označovaném

Source URL: www.acm-spy.cz

Estimating Dynamic Equilibrium Models using Mixed Frequency Macro and Financial Data∗ Bent Jesper Christensen(a,b), Olaf Posch(c,b)†, and Michel van der Wel(b,d) (a) Aarhus University, (b) CREATES, (c) Hamburg Univer

Source URL: www.oposch.com

• Economics
• Stochastic processes
• Interest rates
• New Keynesian economics
• Dynamic stochastic general equilibrium
• Macroeconomic model
• Economic model
• General equilibrium theory
• Vasicek model
• Statistics
• Macroeconomics
• Mathematical finance

DELFT UNIVERSITY OF TECHNOLOGY REPORTHigher Order Saddlepoint Approximations in the Vasicek Portfolio Credit Loss Model

Source URL: www.ewi.tudelft.nl

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

Source URL: www.alchemya.com

• 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

a-vasicek.vp:CorelVentura 7.0

Source URL: www.isez.pan.krakow.pl

• Fertility medicine
• Fertility
• Germ cells
• Andrology
• Spermatozoon
• Acrosome reaction
• Sperm motility
• Capacitation
• Sperm sorting
• Biology
• Human reproduction
• Reproduction

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*

Source URL: personal.cityu.edu.hk

• Mathematical finance
• Interest rates
• Economics
• Finance
• Stochastic processes
• Bond valuation
• Cox–Ingersoll–Ross model
• Bond duration
• Yield curve
• Fixed income analysis
• Financial economics
• Bonds

Journalof BANKING & ELSEVIER Journal of Banking & Finance720

Source URL: personal.cityu.edu.hk

• Economics
• Finance
• Stochastic processes
• Interest rates
• Options
• Cox–Ingersoll–Ross model
• Yield curve
• Bond valuation
• Vasicek model
• Financial economics
• Mathematical finance
• Fixed income analysis

Nabídka knih RNDr. Karel Vašíček _www.mathpublishing.eu_ [removed]_[removed][removed]

Source URL: www.mathpublishing.eu

Microsoft Word - ROD_Programme_2014.doc

Source URL: www.cnb.cz

• Genealogy
• Konečný
• Kamil
• Vašíček