VASICEK VE CIR MODELLERİ KULLANILARAK OYNAKLIK VE FAİZ ORANLARININ MODELLENMESİ

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Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi
Volume:27 Issue:2
VASICEK VE CIR MODELLERİ KULLANILARAK OYNAKLIK VE FAİZ ORANLARININ MODELLENMESİ

VASICEK VE CIR MODELLERİ KULLANILARAK OYNAKLIK VE FAİZ ORANLARININ MODELLENMESİ

Authors : Ömer ÖNALAN

Pages : 329-343

View : 36 | Download : 15

Publication Date : 2015-03-11

Article Type : Research Paper

Abstract :
Keywords : Vasicek modeli, CIR modeli, Faiz oranı, Oynaklık, Simülasyon

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