Essays about: "Khalil El Adi"

Found 1 essay containing the words Khalil El Adi.

  1. 1. Interest rate modelling

    University essay from Lunds universitet/Matematisk statistik

    Author : Khalil el Adi; [2019]
    Keywords : Mathematics and Statistics;

    Abstract : Many models have been developed throughout the years to describe the evolution of short term rates. One of the famous models is the Vasicek model. It was first introduced in 1977 and describes interest rates as a mean reversion process which is a specific characteristic that sets it apart from other financial assets. READ MORE