16.2 Interest Rate Models
In this section
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16.2.1 Short-Rate Models
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Vasicek Model: Understanding the Equilibrium Short-Rate Model in Fixed Income Analysis
Explore the Vasicek Model, an essential tool for describing interest rate evolution in bond markets. Learn about its parameters, applications, and limitations.
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Cox-Ingersoll-Ross (CIR) Model: Understanding Interest Rate Dynamics
Explore the Cox-Ingersoll-Ross (CIR) Model, a crucial tool in fixed income analysis, addressing interest rate volatility and bond pricing.
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Vasicek Model: Understanding the Equilibrium Short-Rate Model in Fixed Income Analysis
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Heath-Jarrow-Morton (HJM) Framework in Fixed Income Analysis
Explore the Heath-Jarrow-Morton (HJM) Framework, a pivotal model in fixed income analysis, focusing on its application in modeling forward rate curves and pricing interest rate derivatives.
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