Explain the treatment of the dynamics of the volatility term for the following interest-rate models: a. Vasicek

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Explain the treatment of the dynamics of the volatility term for the following interest-rate models:

a. Vasicek model

b. Dothan model

c. Cox-Ingersoll-Ross model

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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 treatment of the dynamics of the volatility term for the following interest-rate models: a. Vasicek

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Bond Markets Analysis And Strategies

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