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    Fixed Income Securities
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    Exam 22: Multifactor Models
  5. Question
    In the Vasicek One Factor Model, the Short Rate Determines
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In the Vasicek One Factor Model, the Short Rate Determines

Question 1

Question 1

Essay

In the Vasicek one factor model, the short rate determines the model. In the Vasicek two factor model, what rates drive the model?

Correct Answer:

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