Now showing items 1-1 of 1

    • 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 ...