ON THE FOUR-PARAMETER BOND PRICING MODEL (Q2959628)
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scientific article; zbMATH DE number 6683130
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| English | ON THE FOUR-PARAMETER BOND PRICING MODEL |
scientific article; zbMATH DE number 6683130 |
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ON THE FOUR-PARAMETER BOND PRICING MODEL (English)
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9 February 2017
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four-parameter random walk model
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short term rate of interest
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stochastic differential equation
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bond pricing equation
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general solution
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yield curve
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Vasicek model
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Cox-Ingersoll-Ross model
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0.8600517
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0.85339123
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0.84864175
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0.84339976
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0.83701783
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0.8308961
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