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stress testing
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1
Overnight
Index
Rate
: Model, calibration and simulation
Yashkir, Olga
;
Yashkir, Yuri
- In:
Cogent Economics & Finance
2
(
2014
)
1
,
pp. 2-11
In this study, the extended
Overnight
Index
Rate
(OIR) model is presented. The fitting function for the probability …
Persistent link: https://www.econbiz.de/10011559125
Saved in:
2
Overnight
Index
Rate
: model, calibration and simulation
Yashkir, Olga
;
Yashkir, Yuri
- In:
Cogent economics & finance
2
(
2014
)
1
,
pp. 2-11
In this study, the extended
Overnight
Index
Rate
(OIR) model is presented. The fitting function for the probability …
Persistent link: https://www.econbiz.de/10010489795
Saved in:
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