Essays about: "ZAN MIAO"
Found 1 essay containing the words ZAN MIAO.
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1. CIR Modeling of Interest Rates
University essay from Linnéuniversitetet/Institutionen för matematik (MA)Abstract : Short-term interest rate models within one-year financing maturity are considered. In this thesis, we mainly study two short-term interest rate models, the Cox-Ingersoll-Ross model (CIR model) and the Vasicek model. The CIR model is evaluated by numerical simulations based on applying the Euler approximation method and an exact algorithm. READ MORE
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