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View Model Detail:

Reference Number : 16
Model Name : Vasicek Model
Classification # : 50302
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 : normal
Economic Assumption : equilibrium
Description : numerical example, exercises, and further exercises for "Securities Valuation"


 

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