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2 . Vasicek Model of interest rates: In the Worksheet 'Prob 2 ' you are provided the one - year deposit rate interest rates downloaded
Vasicek Model of interest rates: In the Worksheet 'Prob you are provided the oneyear deposit rate interest rates downloaded from Professor Robert Shiller's Nobel prize winner for Economics, Yale University website. The series starts from and end in What are the parameters of the Vasicek process, that is a the long run mean b speed of mean reversion and c volatility of the process? Hint: Use At
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