#1200602
a fíordheimhníodh é le síniú
T. K. Whitaker
a fíordheimhníodh é le síniú
T. K. Whitaker
T. K. WHITAKER
T. K. WHITAKER
T k (Tl faoi seach) = an aibíocht a bhaineann leis an ráta priacail saor ó phriacal;
T k (respectivelyTl) = the maturity that relates to the risk free rate;
inarb éi(t) an ráta boilscithe ag am t, k a thagraíonn do luas aisiompú an mheáin, θ do leibhéal aisiompú an mheáin agusσ don luaineacht.
in which i(t) is the inflation rate at time t, k refers to the speed of mean reversion, θ to the level of mean-reversion and σ to the volatility.