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Basic Question 1 of 7
In the Vasicek model, dr = a(b-r)dt + σ dz, the speed of reversion is:
B. b
C. dz
A. a
B. b
C. dz
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I was very pleased with your notes and question bank. I especially like the mock exams because it helped to pull everything together.
Martin Rockenfeldt
Learning Outcome Statements
describe fixed-income securities with embedded options;
CFA® 2025 Level II Curriculum, Volume 4, Module 27.