email: support@thomasho.com
phone: 1-212-732-2878
address: 55 Liberty street, suite 4B, New York, NY 10005

View Model Detail:

Reference Number : 15
Model Name : Cox-Ingersoll-Ross Model
Classification # : 50301
Level : basic
Version Number : V3
Author : Hanyang Financial Engineering Lab.
Author Affiliation: Hanyang University
Author Email Address: leesb@hanyang.ac.kr
Financial Model Class : Interest Rate Derivatives: Interest Rate Models
Issuer/Modeler : N/A
File Type: Equilibrium Models
Risk Sources: interest rate
Risk Distribution : noncentral chi-square
Economic Assumption : equilibrium
Description : numerical example, exercises, further exercises for "Securities Valuation"


 

Site Map | Resources | Disclaimer | Contact Us
Copyright © Thomas Ho Company 2001- 2018