Cox Ingersoll Ross Model (Solved Example)(FRM Part 2, Book 1, Market Risk)

In this video from the FRM Part 2 curriculum (Market Risk section), we do a solved example on the Cox Ingersoll Ross (CIR) model. This video is an addendum to the preparation course for FRM Part 2 (www.finRGB.com....

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FRM Learning Objective: Calculate the short-term rate change and describe the basis point volatility using the CIR and lognormal models.

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Please add arabica translate for all video