Seeing is believing!
Before you order, simply sign up for a free user account and in seconds you'll be experiencing the best in CFA exam preparation.
Basic Question 0 of 9
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
User Contributed Comments 0
You need to log in first to add your comment.
I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes
Learning Outcome Statements
calculate and interpret alternative investment returns both before and after fees
CFA® 2025 Level I Curriculum, Volume 5, Module 2.