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Q1: The Vasicek model is used to model interest rates. What are the main reasons this model is mathematically attractive for modelling interest rates? Give
Q1: The Vasicek model is used to model interest rates. What are the main reasons this model is mathematically attractive for modelling interest rates? Give an example of something else you could price using this model. Q2: Pick one of these assets and explain whether you would long (buy) or short (sell) it - US Dollar, Chinese Yuan, German 10 year Bunds. Q3: Name an industry or subset of an industry that is mispriced or misunderstood and explain why
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