6. Consider the Vasicek model dr 5 2 rdt 1 dW t Plot the term...

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6. Consider the Vasicek model dr 5 αðμ 2 rÞdt 1 σ dW t Plot the term structure (i.e., plot yield versus time) for the following parameter sets [α,μ,σ,r(0)]:

½5:9; 0:3; 0:2; 0:1

½3:9; 0:1; 0:3; 0:2

½0:1; 0:4; 0:11; 0:1

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