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Basic Question 2 of 7
Which model is NOT a one-factor model?
B. The Vasicek model
C. They are both one-factor models.
A. The Cox-Ingersoll-Ross Model
B. The Vasicek model
C. They are both one-factor models.
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I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz
Learning Outcome Statements
describe term structure models and how they are used.
CFA® 2025 Level II Curriculum, Volume 4, Module 27.