The short rate follows an ornstein-uhlenbeck ou process
The short rate follows an Ornstein-Uhlenbeck (OU) process with k = 1.2, μ = 3%, σ = 1%. The current value of the short rate is 1%. What is the distribution of the short rate one year from now?
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explain why the administrative cost of health care delivery now stands at 31 of total health spending what can be done
princess cruise company pcc purchased a ship from mitsubishi heavy industry pcc owes mitsubishi heavy industry 500
suppose you make 5 annual deposits of 1000 in a savings account paying 6 compounded annually the deposits are made at
if an investor buys a t-bill with 180 days till maturity and 350000 par value for 342000 he plans to sell it after 60
the short rate follows an ornstein-uhlenbeck ou process with k 12 mu 3 sigma 1 the current value of the short rate
a firm recently paid a 085 annual dividend the dividend is expected to increase by 14 percent in each of the next four
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suppose your firm is considering investing in a project with the cash flows shown below that the required rate of
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