Vasicek model
Sign in to savemathematical model of interest rates
In the Vinony graph
Vinony's link graph records 203 inbound references to Vasicek model, and connects out to martingale, bond and Markov chain.
Vinony files it under Financial models, Fixed income analysis and Interest rates.
Vinony links it to 8 Wikipedia language editions.
Wikidata facts
- Instance of
- mathematical model
- Named after
- Oldřich Vašíček
- Main subject
- interest rate
- Image
- Zins-Vasicek.png
Show 1 more fact
- discoverer or inventor
- Oldřich Vašíček
Sources (3)
via Wikidata · CC0
Connections
martingale
Entity
bond
Entity
Markov chain
Entity
stochastic process
Entity
time series
Entity
queueing theory
Entity
Poisson process
Entity
càdlàg function
Entity
Itō calculus
Entity
optional stopping theorem
Entity
filtration
Entity
renewal theory
Entity
quadratic variation
Entity
statistics
Entity
International Standard Book Number
Entity
Wayback Machine
Entity
digital object identifier
Entity
International Standard Serial Number
Entity
machine learning
Entity
probability theory
Entity