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Tag Archives: production economy

Presentation on the Cox-Ingersoll-Ross Model

Posted on August 25, 2010 by Matthias Thul
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This is a presentation on the Cox-Ingersoll-Ross (CIR) model economy, the equilibrium interest rate process and the pricing of derivative securities. I had to hold this presentation in the PhD class FINS5591 – “Continuous Time Finance” at UNSW in the first semester of 2010.

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Posted in Presentations | Tagged Cox-Ingersoll-Ross, production economy | Leave a reply

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