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Cox–Ingersoll–Ross model
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11	Term structure Existing term structure models Our approach The Model Dynamic programming Finite number of different consumption commitments Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 12:06:18 Game theory General equilibrium theory Economic model Supply and demand Yield curve Cox–Ingersoll–Ross model Bellman equation Louis Bachelier Quantitative analyst Economics Terminology Mathematical finance
12	Bessel and Volatility-Stabilized Processes Irina Goia Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2009-06-03 13:45:05 Volatility Brownian motion Wiener process Cox–Ingersoll–Ross model Bessel process Statistics Stochastic processes Mathematical finance
13	Columbia University Department of Mathematics Miner va Foundation Lectures Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-04-04 10:16:22 Statistics Fixed income analysis Interest rates Cox–Ingersoll–Ross model Economic model Mathematical sciences Mathematical finance Stochastic processes Financial economics
14	PDF Document Add to Reading List Source URL: www3.imperial.ac.uk Language: English Economics Cox–Ingersoll–Ross model Implied volatility Yield curve Interest rate cap and floor Stochastic volatility Volatility Discounting Mathematical finance Financial economics Finance
15	PDF Document Add to Reading List Source URL: publications.gc.ca Language: English - Date: 2014-01-13 11:07:14 Finance Fixed income analysis Interest rates Fixed income market Stochastic processes Yield curve Cox–Ingersoll–Ross model Bond Economic model Mathematical finance Economics Financial economics
16	Melbourne Institute Working Paper Series Working Paper No[removed]Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias Add to Reading List Source URL: melbourneinstitute.com Language: English - Date: 2011-01-12 20:51:22 Statistics Economics Fixed income analysis Technical analysis Stochastic processes Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Short-rate model Yield curve Mathematical finance Financial economics Interest rates
17	Melbourne Institute Working Paper Series Working Paper No[removed]Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? Chew Lian Chua, Sandy Suardi and Sarantis Tsiaplias Add to Reading List Source URL: www.melbourneinstitute.com Language: English - Date: 2011-01-12 20:51:22 Statistics Economics Fixed income analysis Technical analysis Stochastic processes Cox–Ingersoll–Ross model Autoregressive conditional heteroskedasticity Short-rate model Yield curve Mathematical finance Financial economics Interest rates
18	PDF Document Add to Reading List Source URL: www.casact.org Language: English - Date: 2012-04-11 20:49:32 Financial risk Actuarial science Investment Mathematical finance Insurance Dynamic financial analysis Cox–Ingersoll–Ross model Quantitative analyst Interest rate risk Financial economics Economics Finance
19	PDF Document Add to Reading List Source URL: www.casact.org Language: English - Date: 2002-09-30 11:12:40 Interest rates Finance Fixed income analysis Stochastic processes Monetary policy Dynamic financial analysis Cox–Ingersoll–Ross model Interest Yield curve Mathematical finance Financial economics Economics
20	PDF Document Add to Reading List Source URL: efinance.org.cn Language: English - Date: 2006-09-20 06:20:02 Economics Fixed income analysis Options Interest rates Stochastic processes Cox–Ingersoll–Ross model Vasicek model Yield curve Bond option Financial economics Mathematical finance Finance

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