The Vasicek Model implemented in Excel

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  • Опубликовано: 18 окт 2024

Комментарии • 3

  • @lukasmuller8501
    @lukasmuller8501 6 лет назад

    Hi Brian,
    thanks for your video, it helped a lot to build my Vasicek model. However, it does not give me the result I was hoping for. Is there an email I can contact you?
    Thanks and best reagards
    Lukas

  • @marklavezzi1038
    @marklavezzi1038 3 года назад

    How can I choose the correct parameters?

    • @BrianByrneFinance
      @BrianByrneFinance  3 года назад

      Hi Mark, This can be quite arbitrary and you have to seed the values using intuition largely and possibly from experience with similar time series.