Gáll, József MihályBobie, David Makafui2022-05-052022-05-052022-05-05http://hdl.handle.net/2437/332433Investigating 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 derivatives34enShort Rate ModelsInterest Rate ModelsAffine Term StructureVasicek ModelCox,Ingersoll and Ross ModelDEENK Témalista::MatematikaDEENK Témalista::Közgazdaságtudomány