Browsing Bachelor Thesis - Mathematics by Author "Nguyen Thi Hoang, Yen"
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Stochastc Approach For Bond Valuation
Nguyen Thi Hoang, Yen (International University - HCMC, 2018)This paper is aimed to describe Vasicek and Cox-Ingersoll-Ross models and estimate the paramerters. Then putting these parametter in pricing formula to estimate the zero-coupon bond price by using Solver in Excel. I also ...