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- Cox–Ingersoll–Ross_model abstract "In mathematical finance, the Cox–Ingersoll–Ross model (or CIR model) describes the evolution of interest rates. It is a type of "one factor model" (short rate model) as it describes interest rate movements as driven by only one source of market risk. The model can be used in the valuation of interest rate derivatives. It was introduced in 1985 by John C. Cox, Jonathan E. Ingersoll and Stephen A. Ross as an extension of the Vasicek model.".
- Cox–Ingersoll–Ross_model thumbnail SQRTDiffusion.png?width=300.
- Cox–Ingersoll–Ross_model wikiPageID "7759194".
- Cox–Ingersoll–Ross_model wikiPageRevisionID "605430866".
- Cox–Ingersoll–Ross_model subject Category:Finance_theories.
- Cox–Ingersoll–Ross_model subject Category:Fixed_income_analysis.
- Cox–Ingersoll–Ross_model subject Category:Interest_rates.
- Cox–Ingersoll–Ross_model subject Category:Mathematical_finance.
- Cox–Ingersoll–Ross_model subject Category:Short-rate_models.
- Cox–Ingersoll–Ross_model subject Category:Stochastic_processes.
- Cox–Ingersoll–Ross_model comment "In mathematical finance, the Cox–Ingersoll–Ross model (or CIR model) describes the evolution of interest rates. It is a type of "one factor model" (short rate model) as it describes interest rate movements as driven by only one source of market risk. The model can be used in the valuation of interest rate derivatives. It was introduced in 1985 by John C. Cox, Jonathan E. Ingersoll and Stephen A. Ross as an extension of the Vasicek model.".
- Cox–Ingersoll–Ross_model label "Cox–Ingersoll–Ross model".
- Cox–Ingersoll–Ross_model label "Modèle Cox-Ingersoll-Ross".
- Cox–Ingersoll–Ross_model label "コックス・インガーソル・ロス・モデル".
- Cox–Ingersoll–Ross_model sameAs Cox%E2%80%93Ingersoll%E2%80%93Ross_model.
- Cox–Ingersoll–Ross_model sameAs Modèle_Cox-Ingersoll-Ross.
- Cox–Ingersoll–Ross_model sameAs コックス・インガーソル・ロス・モデル.
- Cox–Ingersoll–Ross_model sameAs Q4385634.
- Cox–Ingersoll–Ross_model sameAs Q4385634.
- Cox–Ingersoll–Ross_model wasDerivedFrom Cox–Ingersoll–Ross_model?oldid=605430866.
- Cox–Ingersoll–Ross_model depiction SQRTDiffusion.png.