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The short rate. Under a short rate model, the stochastic state variable is taken to be the instantaneous spot rate. [1] The short rate, , then, is the ( continuously compounded, annualized) interest rate at which an entity can borrow money for an infinitesimally short period of time from time . Specifying the current short rate does not specify ...
Fisher equation. In financial mathematics and economics, the Fisher equation expresses the relationship between nominal interest rates, real interest rates, and inflation. Named after Irving Fisher, an American economist, it can be expressed as real interest rate ≈ nominal interest rate − inflation rate. [1] [2]
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.
In mathematical finance, the Black–Derman–Toy model ( BDT) is a popular short-rate model used in the pricing of bond options, swaptions and other interest rate derivatives; see Lattice model (finance) § Interest rate derivatives. It is a one-factor model; that is, a single stochastic factor—the short rate—determines the future ...
List of file signatures. This is a list of file signatures, data used to identify or verify the content of a file. Such signatures are also known as magic numbers or Magic Bytes. Many file formats are not intended to be read as text. If such a file is accidentally viewed as a text file, its contents will be unintelligible.
At the conclusion of its fourth rate-setting policy meeting of 2024 on June 12, 2024, the Federal Reserve kept the federal funds target interest rate steady at a 23-year high of 5.25% to 5.50% ...
List of interface bit rates. This is a list of interface bit rates, is a measure of information transfer rates, or digital bandwidth capacity, at which digital interfaces in a computer or network can communicate over various kinds of buses and channels. The distinction can be arbitrary between a computer bus, often closer in space, and larger ...
This is quite significant because it proves the existence of (,)-list-decodable codes of good rate with a list-decoding radius much larger than . In other words, the Johnson bound rules out the possibility of having a large number of codewords in a Hamming ball of radius slightly greater than d 2 {\displaystyle {\tfrac {d}{2}}} which means that ...