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Cox-Ingersoll-Ross (CIR) Interest Rate model - EXCEL example

00091

Cox-Ingersoll-Ross (CIR) Interest Rate model - EXCEL example 00091
The course consists of an EXCEL example that demonstrates how calibrated parameters may be used with the CIR model process to simulate short-term interest rates and model longer term rates.
$39.99 In stock
Course Type:EXCEL download
Files Included:1 worksheet