term-structure-models
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P2.T5.23.4 Vasicek term structure model
Learning objectives: Construct and describe the effectiveness of a short-term interest rate tree assuming normally distributed rates, both with and without drift. Calculate the short-term rate change and standard deviation of the rate change using a model with normally distributed rates and no...- Nicole Seaman
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- interest-rate-tree mean-reversion normally-distributed-rates recombining-trees term-structure-models vasicek
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- Forum: FRM® Practice Questions
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P2.T5.705. Tuckman's term structure models
Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...- Nicole Seaman
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- cox-ingersoll-ross ho-lee model-one(1) model-three(3) model-two(2) risk-neutral-probability term-structure-models tuckman vasicek
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- Forum: FRM® Practice Questions