[二級市場風(fēng)險] 老師您好，請問下列哪個說法關(guān)于model3是錯誤的還請解釋下原因。 1??the drift of the short rate in equation depends on time2??if the time dependent drift in model 3 matches the average path of rates in Vasicek modelthen the two models produce exactly the same terminal distributions.

zzm 發(fā)布于：2024-04-10 11:32:09 瀏覽91次   FRM FRM Part II
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李老師-Lisy 發(fā)布于2024-04-12 20:41:06

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