[二級市場風險] The Vasicek model incorporates mean reversion. The flexibility of the model also allows for risk premium which enters into the model as constant drift or a drift that changes over time.是什么意思?他為什么是對的?如何體現在這個模型的公式當中?
eleven11發(fā)布于:2024-11-05 16:19:55瀏覽60次 FRM FRM Part II