Bachelor of Science in Human Science, Interior Design Program, FJD.E. R Accredited Mississippi State University Starkuitte,MS gpA355/4.00 Associate of Arts Degree Meridian, Community College Meridian, MS
The Two-Factor Hul-white Model (equation 24.1, page 571) dx=0(0)+u-ax dt +o,dz1 du= -but +o,dz, where=f(r and the correlation between dz, and dz, is p The short rate reverts to a level dependent on u, and u itself is mean reverting