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  2. Vasicek model - Wikipedia

    en.wikipedia.org/wiki/Vasicek_model

    A trajectory of the short rate and the corresponding yield curves at T=0 (purple) and two later points in time. In finance, the Vasicek model is a mathematical model describing the evolution of interest rates. It is a type of one-factor short-rate model as it describes interest rate movements as driven by only one source of market risk.

  3. Short-rate model - Wikipedia

    en.wikipedia.org/wiki/Short-rate_model

    Tree returning the OAS (black vs red): the short rate is the top value; the development of the bond value shows pull-to-par clearly . A short-rate model, in the context of interest rate derivatives, is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate, usually written .

  4. Chan–Karolyi–Longstaff–Sanders process - Wikipedia

    en.wikipedia.org/wiki/Chan–Karolyi–Longstaff...

    The CKLS process is often used to model interest rate dynamics and pricing of bonds, bond options, [8] currency exchange rates, [9] securities, [10] and other options, derivatives, and contingent claims. [11] [5] It has also been used in the pricing of fixed income and credit risk and has been combined with other time series methods such as ...

  5. Affine term structure model - Wikipedia

    en.wikipedia.org/wiki/Affine_term_structure_model

    An affine term structure model is a financial model that relates zero-coupon bond prices (i.e. the discount curve) to a spot rate model. It is particularly useful for deriving the yield curve – the process of determining spot rate model inputs from observable bond market data.

  6. Hull–White model - Wikipedia

    en.wikipedia.org/wiki/Hull–White_model

    Because interest rate caps/floors are equivalent to bond puts and calls respectively, the above analysis shows that caps and floors can be priced analytically in the Hull–White model. Jamshidian's trick applies to Hull–White (as today's value of a swaption in the Hull–White model is a monotonic function of today's short rate). Thus ...

  7. Should You Invest In Short-Term Bonds? 7 Things To Know - AOL

    www.aol.com/finance/invest-short-term-bonds-7...

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  8. Black–Derman–Toy model - Wikipedia

    en.wikipedia.org/wiki/Black–Derman–Toy_model

    It is a one-factor model; that is, a single stochastic factor—the short rate—determines the future evolution of all interest rates. It was the first model to combine the mean-reverting behaviour of the short rate with the log-normal distribution , [ 1 ] and is still widely used.

  9. Moody's Ratings - Wikipedia

    en.wikipedia.org/wiki/Moody's_Ratings

    Long-term ratings Short-term ratings Aaa: Rated as the highest quality and lowest credit risk. Prime-1 Best ability to repay short-term debt Aa1: Rated as high quality and very low credit risk. Aa2 Aa3 A1: Rated as upper-medium grade and low credit risk. A2: Prime-1/Prime-2 Best ability or high ability to repay short term debt A3 Baa1