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Chapter 1: The Vasicek Model
Figure 1.1: Possible shapes of the term structure.
= 0.14,
= 0.5,
s
= 0.25,
q
= 0.2
Figure 1.2: Shape of curve 4
e
ˆ
+ 3
e
ˆ
ˆ
3for
= 0.15
Figure 1.3: Shape of curve 4
e
ˆ
ˆ
2
e
ˆ
2
ˆ
3 + 4
e
ˆ
ˆ
e
ˆ
2
for
= 0.45
Chapter 2: The Cox, Ingersoll and Ross Model
Figure 2.1: Possible shapes of the term structure.
= 0.3,
= 0,
ƒ
=0.6,
= 0.15
Chapter 8: The Black, Derman and Toy One-Factor Interest Rate Model
Figure 8.1: Tree with one time step
Figure 8.2: Valuation of a 2-year zero coupon bond
Figure 8.3: Tree of short-term interest rates out to 2 years
Chapter 10: The Ho and Lee Model
Figure 10.1: Binomial tree showing possible discount bond prices after one time step.
Figure 10.2: Binomial tree is used to model the whole term structure, not only the short-term interest rate.
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Interest Rate Modelling (Finance and Capital Markets Series)
ISBN: 1403934703
EAN: 2147483647
Year: 2004
Pages: 132
Authors:
Simona Svoboda
BUY ON AMAZON
OpenSSH: A Survival Guide for Secure Shell Handling (Version 1.0)
Step 1.2 Install SSH Windows Clients to Access Remote Machines Securely
Step 2.1 Use the OpenSSH Tool Suite to Replace Clear-Text Programs
Step 4.7 Using Public Key Authentication for Automated File Transfers
Step 6.3 X11 Forwarding
Conclusion
Cisco IOS in a Nutshell (In a Nutshell (OReilly))
RIP
An Advanced BGP Configuration
Bridging
Encrypted Tunnels
Switch Monitor Port for IDS or Sniffers
Data Structures and Algorithms in Java
Problems
Advanced Linear Structures
Red-Black Trees
Projects
C.2. Sum of Constants
Web Systems Design and Online Consumer Behavior
Chapter IV How Consumers Think About Interactive Aspects of Web Advertising
Chapter V Consumer Complaint Behavior in the Online Environment
Chapter VIII Personalization Systems and Their Deployment as Web Site Interface Design Decisions
Chapter XV Customer Trust in Online Commerce
Chapter XVII Internet Markets and E-Loyalty
Python Standard Library (Nutshell Handbooks) with
The cPickle Module
The mimetypes Module
The whatsound Module
The posixpath Module
The Bastion Module
Microsoft Visual Basic .NET Programmers Cookbook (Pro-Developer)
Arrays and Collections
Files and Directories
Windows Programming
Web Services
Remoting and Enterprise Services
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