[二級(jí)市場(chǎng)風(fēng)險(xiǎn)] 老師您好，請(qǐng)問(wèn)下列哪個(gè)說(shuō)法關(guān)于model3是錯(cuò)誤的還請(qǐng)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93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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