Explain the following three properties of an interest-rate model: a. drift b. volatility c. mean reversion

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Explain the following three properties of an interest-rate model:

a. drift

b. volatility

c. mean reversion

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Bond Markets Analysis And Strategies

ISBN: 9780132743549

8th Edition

Authors: Frank J Fabozzi

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Question Posted: Jul 28, 2024 05:01 AM

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Explain the following three properties of an interest-rate model: a. drift b. volatility c. mean reversion

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Bond Markets Analysis And Strategies

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