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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 wikiPageExternalLink v5y2001i3p369-387.html.
- Cox–Ingersoll–Ross_model wikiPageID "7759194".
- Cox–Ingersoll–Ross_model wikiPageLength "7213".
- Cox–Ingersoll–Ross_model wikiPageOutDegree "41".
- Cox–Ingersoll–Ross_model wikiPageRevisionID "677639325".
- Cox–Ingersoll–Ross_model wikiPageWikiLink Basic_affine_jump_diffusion.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Category:Finance_theories.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Category:Fixed_income_analysis.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Category:Interest_rates.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Category:Mathematical_finance.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Category:Short-rate_models.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Category:Stochastic_processes.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Chen_model.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Closed-form_expression.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Discretization.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Econometrica.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Ergodic.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Ergodicity.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Heston_model.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Hull-White_model.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Hull–White_model.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Interest_rate.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Interest_rate_derivative.
- Cox–Ingersoll–Ross_model wikiPageWikiLink John_C._Cox.
- Cox–Ingersoll–Ross_model wikiPageWikiLink John_Carrington_Cox.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Jonathan_E._Ingersoll.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Market_risk.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Mathematical_finance.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Maximum_likelihood.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Mean_reversion_(finance).
- Cox–Ingersoll–Ross_model wikiPageWikiLink Noncentral_chi-squared_distribution.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Ordinary_least_squares.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Ornstein–Uhlenbeck_process.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Parameter.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Prentice_Hall.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Short-rate_model.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Short_rate_model.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Standard_deviation.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Steady_state.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Stephen_Ross_(economist).
- Cox–Ingersoll–Ross_model wikiPageWikiLink Stochastic_differential_equation.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Stochastic_simulation.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Vasicek_model.
- Cox–Ingersoll–Ross_model wikiPageWikiLink Wiener_process.
- Cox–Ingersoll–Ross_model wikiPageWikiLink File:CIR_Process.png.
- Cox–Ingersoll–Ross_model wikiPageWikiLink File:SQRTDiffusion.png.
- Cox–Ingersoll–Ross_model wikiPageWikiLinkText "CIR interest rate model".
- Cox–Ingersoll–Ross_model wikiPageWikiLinkText "CIR".
- Cox–Ingersoll–Ross_model wikiPageWikiLinkText "Cox–Ingersoll–Ross model".
- Cox–Ingersoll–Ross_model hasPhotoCollection Cox–Ingersoll–Ross_model.
- Cox–Ingersoll–Ross_model wikiPageUsesTemplate Template:Bond_market.
- Cox–Ingersoll–Ross_model wikiPageUsesTemplate Template:Cite_book.
- Cox–Ingersoll–Ross_model wikiPageUsesTemplate Template:Cite_journal.
- Cox–Ingersoll–Ross_model wikiPageUsesTemplate Template:Stochastic_processes.
- 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 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 m.026c2zg.
- Cox–Ingersoll–Ross_model sameAs Q4385634.
- Cox–Ingersoll–Ross_model sameAs Q4385634.
- Cox–Ingersoll–Ross_model wasDerivedFrom Cox–Ingersoll–Ross_model?oldid=677639325.
- Cox–Ingersoll–Ross_model depiction SQRTDiffusion.png.
- Cox–Ingersoll–Ross_model isPrimaryTopicOf Cox–Ingersoll–Ross_model.