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
Interest Rate Modelling (Finance and Capital Markets Series)
ISBN: 1403934703
EAN: 2147483647
EAN: 2147483647
Year: 2004
Pages: 132
Pages: 132
Authors: Simona Svoboda
- Using SQL Data Manipulation Language (DML) to Insert and Manipulate Data Within SQL Tables
- Working with Queries, Expressions, and Aggregate Functions
- Using Keys and Constraints to Maintain Database Integrity
- Performing Multiple-table Queries and Creating SQL Data Views
- Working with SQL JOIN Statements and Other Multiple-table Queries