Short-rate model: Revision history

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curprev 07:3307:33, 25 June 2025 Bellowhead678 talk contribs m 27,604 bytes +1 inputing→inputting - toolforge:typos undo Tag: Correct typos in one click [1.1]

curprev 18:1118:11, 23 June 2025 OAbot talk contribs m 27,603 bytes +26 Open access bot: url-access=subscription updated in citation with #oabot. undo

curprev 14:2114:21, 24 May 2025 OAbot talk contribs m 27,577 bytes +77 Open access bot: url-access updated in citation with #oabot. undo

curprev 07:4107:41, 9 April 2025 133.237.7.66 talk 27,500 bytes +256 →The short rate: added Hull's 'equilibrium' v 'no arbitrage' terminology to complement Brigo & Mercurio's undo

curprev 12:3612:36, 19 February 2025 Fintor talk contribs m 27,244 bytes +49 No edit summary undo
curprev 12:2712:27, 19 February 2025 Fintor talk contribs m 27,195 bytes +15 →One-factor short-rate models: display=inline undo

curprev 08:1908:19, 25 November 2024 Fintor talk contribs m 27,180 bytes +2 →One-factor short-rate models undo

curprev 22:4822:48, 14 November 2024 Bo-3903 talk contribs 27,178 bytes +41 Adding short description: "Mathematical model" undo Tag: Shortdesc helper

curprev 13:4113:41, 20 September 2024 100.8.205.18 talk 27,137 bytes +94 Corrected authorship of the "Effective Duration of Callable Bonds" paper. Explanation in Talk. undo

curprev 08:0608:06, 8 May 2024 Fintor talk contribs m 27,043 bytes +18 →The short rate undo

curprev 08:2208:22, 8 April 2024 Liz talk contribs m 27,025 bytes −4 Removing link(s) Wikipedia:Articles for deletion/François-Serge Lhabitant closed as delete (XFDcloser) undo

curprev 08:0608:06, 19 March 2024 Citation bot talk contribs 27,029 bytes +127 Add: url, isbn, series. | Use this bot. Report bugs. | Suggested by Abductive | Category:Mathematical finance | #UCB_Category 25/195 undo

curprev 18:0518:05, 29 January 2024 Nmdwolf talk contribs m 26,902 bytes +24 replaced broken link undo

curprev 14:4714:47, 2 December 2023 OAbot talk contribs m 26,878 bytes −4 Open access bot: doi updated in citation with #oabot. undo

curprev 11:1011:10, 11 October 2023 Cypress Fall talk contribs m 26,882 bytes +1 →One-factor short-rate models: spelling undo

curprev 15:1015:10, 29 September 2023 AnomieBOT talk contribs m 26,881 bytes −25 Substing templates: {{Format ISBN}}. See User:AnomieBOT/docs/TemplateSubster for info. undo
curprev 15:0615:06, 29 September 2023 Trappist the monk talk contribs m 26,906 bytes −2 cite repair; undo Tag: AWB

curprev 19:1419:14, 11 August 2023 Solaris6510 talk contribs 26,908 bytes +160 →One-factor short-rate models: Added Jamshidian's trick to Hull-White and explained the shift in CIR++ is used to fit the market term structure undo

curprev 16:5516:55, 10 August 2023 Solaris6510 talk contribs 26,748 bytes +428 →One-factor short-rate models: Corrected typos. Added interpretation of parameters in Vasicek and CIR. undo Tags: Mobile edit Mobile web edit
curprev 16:1816:18, 10 August 2023 Solaris6510 talk contribs 26,320 bytes +175 →The short rate: Improved endogenous / exogenous classification description undo Tags: Mobile edit Mobile web edit
curprev 14:5214:52, 10 August 2023 Solaris6510 talk contribs 26,145 bytes +7,134 Added CIR++ model, added two-factor Hull-white model, added shifted endogenous models, added references to negative rates, added tractability of Vasicek, CIR, Hull White, added reference to Dothan, corrected some typos. undo

curprev 18:2418:24, 7 May 2023 Trappist the monk talk contribs m 19,011 bytes +8 cite repair; undo Tag: AWB

curprev 02:0602:06, 22 October 2022 InternetArchiveBot talk contribs 19,003 bytes +214 Rescuing 1 sources and tagging 0 as dead.) #IABot (v2.0.9.2) (Whoop whoop pull up - 11071 undo

curprev 12:2712:27, 9 August 2022 Citation bot talk contribs 18,789 bytes +19 Add: s2cid, authors 1-1. Removed parameters. Some additions/deletions were parameter name changes. | Use this bot. Report bugs. | Suggested by Abductive | #UCB_webform 2088/3849 undo

curprev 16:3516:35, 15 January 2022 Tassedethe talk contribs m 18,770 bytes +12 v2.04 - Repaired 1 link to disambiguation page - (You can help) - John C. Hull undo Tag: WPCleaner

curprev 06:3806:38, 9 November 2021 Fintor talk contribs m 18,758 bytes +231 Graphic undo

curprev 16:1116:11, 17 March 2021 Mdnahas talk contribs 18,527 bytes +117 Added link to new page on Shadow Rate undo

curprev 06:2706:27, 4 February 2021 Pharaohera talk contribs 18,410 bytes −1 No edit summary undo Tag: Visual edit
curprev 06:2706:27, 4 February 2021 Pharaohera talk contribs 18,411 bytes −1 No edit summary undo Tag: Visual edit
curprev 06:2606:26, 4 February 2021 Pharaohera talk contribs 18,412 bytes −1 No edit summary undo Tag: Visual edit
curprev 06:2606:26, 4 February 2021 Pharaohera talk contribs 18,413 bytes −1 No edit summary undo Tag: Visual edit

curprev 09:0909:09, 6 January 2021 41.180.16.10 talk 18,414 bytes +12 →One-factor short-rate models undo

curprev 18:0118:01, 7 December 2020 Monkbot talk contribs m 18,402 bytes −33 Task 18 (cosmetic): eval 29 templates: del empty params (5×); hyphenate params (6×); undo Tag: AWB

curprev 22:3022:30, 14 October 2020 Tom.Reding talk contribs m 18,435 bytes +8 Category:CS1 errors: deprecated parameters (last-author-amp=y/yes → name-list-style=amp; etc.) undo Tag: AWB

curprev 02:5902:59, 17 April 2020 OAbot talk contribs m 18,427 bytes +38 Open access bot: hdl, doi added to citation with #oabot. undo

curprev 06:3206:32, 20 March 2020 Citation bot talk contribs m 18,389 bytes +10 Alter: last3. Add: author pars. 3-3. | You can use this bot yourself. Report bugs here. | Activated by User:AManWithNoPlan | All pages linked from User:AManWithNoPlan/sandbox2 | via #UCB_webform_linked undo

curprev 02:4502:45, 12 December 2019 Citation bot talk contribs m 18,379 bytes +103 Alter: author, author2, author3. Add: author-link, hdl, author pars. 2-3. | You can use this bot yourself. Report bugs here.| Activated by User:Nemo bis | via #UCB_webform undo

curprev 08:1308:13, 8 November 2019 41.180.16.10 talk 18,276 bytes +34 →Further reading undo

curprev 08:3508:35, 6 November 2019 Rich Farmbrough talk contribs m 18,242 bytes −7 →One-factor short-rate models: Cite cleanup undo

curprev 07:4607:46, 29 September 2019 Monkbot talk contribs m 18,249 bytes −3 Task 16: replaced (2×) / removed (0×) deprecated |dead-url= and |deadurl= with |url-status=; undo Tag: AWB

curprev 08:1008:10, 23 September 2019 41.168.8.36 talk 18,252 bytes +59 →One-factor short-rate models undo

curprev 23:4223:42, 20 June 2019 2601:541:4500:1760:5c6b:34a7:34ff:73c2 talk 18,193 bytes 0 improve undo

curprev 04:3004:30, 19 February 2019 Citation bot talk contribs m 18,193 bytes +19 Alter: isbn, template type. Add: journal, oclc, doi, volume, citeseerx, pages, issue, jstor. Removed parameters. Formatted dashes. | You can use this bot yourself. Report bugs here. | User-activated. undo

curprev 11:4911:49, 26 September 2018 Harsimaja talk contribs m 18,174 bytes −3 →Particular short-rate models undo

curprev 04:5504:55, 22 June 2018 Niemasd talk contribs 18,177 bytes +5 Fixed punctuation undo

curprev 07:2507:25, 29 May 2018 Pintoch talk contribs 18,172 bytes +28 Added free to read link in citations with OAbot #oabot undo Tag: OAbot [1.0]

curprev 14:1214:12, 16 May 2018 InternetArchiveBot talk contribs 18,144 bytes +137 Rescuing 1 sources and tagging 0 as dead. #IABot (v1.6.5) undo

curprev 08:0808:08, 27 February 2018 141.228.114.98 talk 18,007 bytes +1 →One-factor short-rate models undo

curprev 11:4311:43, 25 December 2017 InternetArchiveBot talk contribs 18,006 bytes +619 Rescuing 3 sources and tagging 1 as dead. #IABot (v1.6.1) (Balon Greyjoy) undo

curprev 00:3400:34, 24 July 2017 Btyner talk contribs 17,387 bytes +45 see also undo

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