Analyzing Some Theoretical Properties of Affine Term Structure Models

A tétel rövid nézete
dc.contributor.advisorGáll, József Mihály
dc.contributor.authorBobie, David Makafui
dc.contributor.departmentDE--Természettudományi és Technológiai Kar--Matematikai Intézethu_HU
dc.date.accessioned2022-05-05T13:21:08Z
dc.date.available2022-05-05T13:21:08Z
dc.date.created2022-05-05
dc.description.abstractInvestigating the stochastic nature of continuous short rate models under Vasicek and Cox, Ingersoll and Ross model. Using monte carlo to simulate the future path of the interest rates, I then proceed to price interest rate derivativeshu_HU
dc.description.correctortben
dc.description.courseApplied Mathematicshu_HU
dc.description.degreeMSc/MAhu_HU
dc.format.extent34hu_HU
dc.identifier.urihttp://hdl.handle.net/2437/332433
dc.language.isoenhu_HU
dc.subjectShort Rate Modelshu_HU
dc.subjectInterest Rate Modelshu_HU
dc.subjectAffine Term Structurehu_HU
dc.subjectVasicek Modelhu_HU
dc.subjectCox,Ingersoll and Ross Modelhu_HU
dc.subject.dspaceDEENK Témalista::Matematikahu_HU
dc.subject.dspaceDEENK Témalista::Közgazdaságtudományhu_HU
dc.titleAnalyzing Some Theoretical Properties of Affine Term Structure Modelshu_HU
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