Which of the following statements about the Vasicek model is most accurate? It has: A. A single
Question:
Which of the following statements about the Vasicek model is most accurate? It has:
A. A single factor, the long rate.
B. A single factor, the short rate.
C. Two factors, the short rate and the long rate.
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B is correct Use of the Vasicek model requires assumptions for the short...View the full answer
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