[二級市場風(fēng)險] The Vasicek model incorporates mean reversion. The flexibility of the model also allows for risk premium which enters into the model as constant drift or a drift that changes over time.是什么意思？他為什么是對的？如何體現(xiàn)在這個模型的公式當(dāng)中？

eleven11 發(fā)布于：2024-11-05 16:19:55 瀏覽59次   FRM FRM Part II
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鐘老師 發(fā)布于2024-11-05 17:50:31

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