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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
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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
explain expected exposure, the loss given default, the probability of default, and the credit valuation adjustment;
CFA® 2025 Level II Curriculum, Volume 4, Module 29.