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221049 Fitting Vasicek Model

collecting data of bond prices (zeros or coupons, 20 plus

different bonds), then using the data to fit the model prices.

Find afunction P(0,r) such that

P(0,r) = Pmkt(0,r )

Pmkt is the market price.

In short, to fit the Vasicek Model to market price.

Reports needed

- description about the data used

- the program used to calculate the function theta

- results of the fittings, e.g., some graphs of the fitted function

Kemahiran: Semua Boleh, Pemasukan Data, Visual Basic

Lihat lagi: fit model, description of graphs, about graphs, fittings, bond, program graphs, model used, needed model, data entry graphs, model fitting, short model, price model, fitting model, data fitting, bond program, model market, price basic data entry, calculate data entry, reports graphs, fitting, find short program, data entry coupons, theta price, theta

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ID Projek: #1967284