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Cox, Ingersoll and Ross Models of Interest Rates
Cox, Ingersoll and Ross Models of Interest Rates Presented at May 2002 Spring Meeting. Our lecturer ... relating to the Cox, Ingersoll & Ross model of interest rates, including an effective way of pricing ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting