Cox–Ingersoll–Ross (CIR) Model

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

This article intends to give a short presentation of the Cox– Ingersoll– Ross (CIR) model, giving the main features that have contributed to its success. It provides the basic mathematical knowledge on this model and the fundamental pricing results for caps and swaptions. Finally, it hints at practical questions such as calibration and Monte Carlo simulation.

Original languageEnglish
Title of host publicationEncyclopedia of Quantitative Finance
Publisherwiley
Pages1-3
Number of pages3
ISBN (Electronic)9780470061602
ISBN (Print)9780470057568
DOIs
Publication statusPublished - 1 Jan 2010

Keywords

  • affine model, cap
  • calibration
  • short-rate model
  • square-root process
  • swaption

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