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
todayrsquos stock price reflects investor expectations about the earning power of the firmrsquos current and future
worksheet of truefalse1 in the statement the best measure to use when comparing alternative investments is the amount
suppose your firm is considering investing in a project with the cash flows shown below that the required rate of
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