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Vasicek model · Vinony

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EntityQ2331759· pop 8· linked from 203 articles

Vasicek model

mathematical model of interest rates

Wikidata facts

Image: Zins-Vasicek.png

Sources (3)

wikidata.org
docs.openalex.org
web.archive.org

via Wikidata · CC0

Available in 8 languages

Deutsch
日本語
Русский
Svenska
Ukrainian
فارسی
한국어

via Wikidata sitelinks · CC0

Connections

Categories

Financial models Fixed income analysis Interest rates Short-rate models

Sources

wikipedia.externallinksexternallink

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What links here203 pages

Branching process

independent and identically distributed random variables

percolation theory

uniform integrability

Schramm–Loewner evolution

large deviations theory

additive process

Predictable process

Black–Scholes model

Feynman–Kac formula

Donsker's theorem

Markov property

exchangeable random variables

Geometric Brownian motion

convergence of random variables

Doob's martingale inequality