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- Vasicek_model abstract "In finance, the Vasicek model is a mathematical model describing the evolution of interest rates. It is a type of "one-factor model" (more precisely, one factor short rate model) as it describes interest rate movements as driven by only one source of market risk. The model can be used in the valuation of interest rate derivatives, and has also been adapted for credit markets, although its use in the credit market is in principle wrong, implying negative probabilities (see for example Brigo and Mercurio (2006), Section 21.1.1). It was introduced in 1977 by Oldrich Vasicek and can be also seen as a stochastic investment model.".
- Vasicek_model thumbnail Zins-Vasicek.png?width=300.
- Vasicek_model wikiPageExternalLink Vasicek77.pdf.
- Vasicek_model wikiPageExternalLink vasicek-print.pdf.
- Vasicek_model wikiPageExternalLink ZCB_Vasicek.html.
- Vasicek_model wikiPageExternalLink Dervi%C5%9Fbayaz%C4%B1tthesis.pdf.
- Vasicek_model wikiPageID "3427692".
- Vasicek_model wikiPageRevisionID "598136501".
- Vasicek_model hasPhotoCollection Vasicek_model.
- Vasicek_model subject Category:Finance_theories.
- Vasicek_model subject Category:Fixed_income_analysis.
- Vasicek_model subject Category:Interest_rates.
- Vasicek_model subject Category:Mathematical_finance.
- Vasicek_model subject Category:Short-rate_models.
- Vasicek_model subject Category:Stochastic_processes.
- Vasicek_model type Abstraction100002137.
- Vasicek_model type Charge113306870.
- Vasicek_model type Cognition100023271.
- Vasicek_model type Concept105835747.
- Vasicek_model type Content105809192.
- Vasicek_model type Cost113275847.
- Vasicek_model type Explanation105793000.
- Vasicek_model type FinanceTheories.
- Vasicek_model type HigherCognitiveProcess105770664.
- Vasicek_model type Hypothesis105888929.
- Vasicek_model type Idea105833840.
- Vasicek_model type InterestRate113319032.
- Vasicek_model type InterestRates.
- Vasicek_model type Model105890249.
- Vasicek_model type Outgo113275288.
- Vasicek_model type Possession100032613.
- Vasicek_model type Process105701363.
- Vasicek_model type PsychologicalFeature100023100.
- Vasicek_model type Rate113325010.
- Vasicek_model type Relation100031921.
- Vasicek_model type StochasticProcess113561896.
- Vasicek_model type StochasticProcesses.
- Vasicek_model type Theory105989479.
- Vasicek_model type Thinking105770926.
- Vasicek_model type TransferredProperty113252973.
- Vasicek_model comment "In finance, the Vasicek model is a mathematical model describing the evolution of interest rates. It is a type of "one-factor model" (more precisely, one factor short rate model) as it describes interest rate movements as driven by only one source of market risk.".
- Vasicek_model label "Vasicek model".
- Vasicek_model label "Модель Васичека".
- Vasicek_model label "バシチェック・モデル".
- Vasicek_model sameAs バシチェック・モデル.
- Vasicek_model sameAs m.025sqwg.
- Vasicek_model sameAs Q2331759.
- Vasicek_model sameAs Q2331759.
- Vasicek_model sameAs Vasicek_model.
- Vasicek_model wasDerivedFrom Vasicek_model?oldid=598136501.
- Vasicek_model depiction Zins-Vasicek.png.
- Vasicek_model isPrimaryTopicOf Vasicek_model.
