Index_V-Z

V-Z

Vasicek model, 3-17, 157, 160

assumptions, 4

bond price, 10-11

bond price PDE, 6, 10

bond price process, 5, 6

equilibrium economy, 3

market price of risk, 6, 8-9

mean reversion, 9

risk-neutral valuation, 6

short rate process, 4, 7, 9

term structure shapes , 11