VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION

VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION

Bachelor's

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Bibliographic Details
Main Author: WANG JINGWEN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202456
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Institution: National University of Singapore
id sg-nus-scholar.10635-202456
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spelling sg-nus-scholar.10635-2024562021-10-12T02:04:30Z VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION WANG JINGWEN MATHEMATICS GONG ZHENG Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:24:58Z 2021-10-11T01:24:58Z 2016 WANG JINGWEN (2016). VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202456
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
WANG JINGWEN
author WANG JINGWEN
spellingShingle WANG JINGWEN
VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION
author_sort WANG JINGWEN
title VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION
title_short VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION
title_full VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION
title_fullStr VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION
title_full_unstemmed VASICEK INTEREST RATE MODEL: PARAMETER ESTIMATION AND TERM STRUCTURE SIMULATION
title_sort vasicek interest rate model: parameter estimation and term structure simulation
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202456
_version_ 1715201109836955648

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