The Practicality of Vasicek Model in China’s Financial Market
In the changing financial market, the price of financial products fluctuates continuously over time. The study of the static term structure of the interest rate on the market can no longer satisfy the actual needs, and the dynamic model is imperative. Compared with the static term structure, the dyn...
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Format: | Article |
Language: | English |
Published: |
EDP Sciences
2023-01-01
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Series: | SHS Web of Conferences |
Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2023/12/shsconf_icssed2023_01016.pdf |