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Vasicek model
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#	Item
1	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 Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 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
2	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 Add to Reading List Source URL: www.oposch.com Language: English - Date: 2014-10-08 05:31:27 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
3	DELFT UNIVERSITY OF TECHNOLOGY REPORTHigher Order Saddlepoint Approximations in the Vasicek Portfolio Credit Loss Model Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:17:06
4	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
5	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
6	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
7	PDF Document Add to Reading List Source URL: clevelandfed.org Language: English - Date: 2008-11-21 12:42:38 Inflation Financial economics Finance Autoregressive conditional heteroskedasticity Stochastic volatility Real interest rate Vasicek model Yield curve Volatility Economics Mathematical finance Interest rates
8	PDF Document Add to Reading List Source URL: www.clevelandfed.org Language: English - Date: 2008-11-21 12:42:38 Inflation Financial economics Finance Autoregressive conditional heteroskedasticity Stochastic volatility Real interest rate Vasicek model Yield curve Volatility Economics Mathematical finance Interest rates
9	E U RO P E A N C E N T R A L B A N K Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:19:54 Economics Stochastic volatility Yield curve Volatility Economic model Binomial options pricing model Hull–White model Vasicek model Mathematical finance Financial economics Finance
10	5. Short rate models Andrew Lesniewski March 3, 2008 Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2008-03-10 13:48:17 Financial economics Fixed income analysis Mathematical sciences Stochastic processes Hull–White model Heath–Jarrow–Morton framework Short-rate model LIBOR market model Vasicek model Mathematical finance Statistics Interest rates

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