Vasicek model: Revision history

Filter revisionsshowhide

To date:

Tag filter:

Invert selection

External tools:

For any version listed below, click on its date to view it. For more help, see Help:Page history and Help:Edit summary. (cur) = difference from current version, (prev) = difference from preceding version, m = minor edit, → = section edit, ← = automatic edit summary

curprev 05:3005:30, 4 February 2025 138.25.175.224 talk 7,993 bytes −1 No edit summary undo Tag: Manual revert

curprev 00:4000:40, 31 January 2025 138.25.175.224 talk 7,994 bytes +1 →Bond pricing undo Tag: Reverted

curprev 07:3307:33, 11 November 2024 Grayfell talk contribs 7,993 bytes −406 Revert old refspam undo

curprev 10:2510:25, 6 November 2024 195.169.43.187 talk 8,399 bytes +20 →Bond pricing: Corrected the formula for A(t,T) according to formula (31.8) in Hull_2021_Options, futures... undo
curprev 10:0810:08, 6 November 2024 195.169.43.187 talk 8,379 bytes 0 →Bond pricing: corrected the equation for P(t,T) according to formula (31.6) in Hull_2021_Options, futures and other derivatives undo

curprev 11:0911:09, 29 October 2024 2a02:168:53d9:0:4925:1572:2d45:e61 talk 8,379 bytes +44 No edit summary undo

curprev 11:1311:13, 10 November 2023 Materialscientist talk contribs m 8,335 bytes −15 Reverted edit by 86.180.95.34 (talk) to last version by Trappist the monk undo Tag: Rollback
curprev 11:0911:09, 10 November 2023 86.180.95.34 talk 8,350 bytes +15 →See also undo Tag: Reverted

curprev 19:1119:11, 30 September 2023 Trappist the monk talk contribs m 8,335 bytes 0 →Details: cite repair; undo Tag: AWB

curprev 22:0422:04, 15 November 2022 Narphet talk contribs 8,335 bytes +478 The formula for the discount bond price in the model is included. undo

curprev 10:1110:11, 25 August 2022 Citation bot talk contribs 7,857 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 260/3850 undo

curprev 23:3923:39, 1 August 2022 173.73.153.110 talk 7,838 bytes −24 →External links: Previous link was broken. undo

curprev 20:4520:45, 30 October 2021 ChromeGames talk contribs m 7,862 bytes +59 Adding short description: "Mathematical model of interest rates" (Shortdesc helper) undo

curprev 04:5204:52, 20 September 2021 OAbot talk contribs m 7,803 bytes +17 Open access bot: arxiv added to citation with #oabot. undo

curprev 20:5920:59, 12 September 2021 Keith D talk contribs 7,786 bytes +1 →Discussion: Fix cite date error undo Tag: AWB
curprev 08:4908:49, 12 September 2021 87.12.216.207 talk 7,785 bytes +468 →Discussion undo

curprev 00:3600:36, 5 April 2021 Comp.arch talk contribs m 7,317 bytes 0 No edit summary undo Tag: 2017 wikitext editor

curprev 14:2114:21, 17 February 2021 MrOllie talk contribs 7,317 bytes −237 WP:ELNO undo

curprev 07:0907:09, 4 February 2021 Pharaohera talk contribs 7,554 bytes −1 No edit summary undo Tag: Visual edit
curprev 07:0807:08, 4 February 2021 Pharaohera talk contribs 7,555 bytes −1 No edit summary undo Tag: Visual edit

curprev 11:4111:41, 12 November 2019 148.106.154.38 talk 7,556 bytes −4 →Details: removed subscripts from the first equation undo

curprev 17:0017:00, 21 October 2019 MrOllie talk contribs 7,560 bytes −271 Reverted to revision 914712881 by InternetArchiveBot (talk) (TW) undo Tag: Undo
curprev 16:1216:12, 21 October 2019 89.32.123.30 talk 7,831 bytes +271 →See also undo

curprev 23:4023:40, 8 September 2019 InternetArchiveBot talk contribs 7,560 bytes +83 Bluelinking 1 books for verifiability.) #IABot (v2.1alpha3 undo

curprev 02:2402:24, 1 August 2019 73.184.70.19 talk 7,477 bytes −58 →Details undo
curprev 02:1202:12, 1 August 2019 73.184.70.19 talk 7,535 bytes +61 →Details undo

curprev 23:2423:24, 22 July 2019 Zhanxiong talk contribs m 7,474 bytes −2 →Asymptotic mean and variance: Make the notations consistent throughout undo

curprev 06:2706:27, 2 February 2019 Citation bot talk contribs m 7,476 bytes +2 Alter: isbn. Add: pages, issue, volume, citeseerx. Removed parameters. Formatted dashes. | You can use this bot yourself. Report bugs here. | User-activated. undo

curprev 02:5902:59, 11 May 2018 Qantas94Heavy talk contribs 7,474 bytes −2 It *is* possible for Vasicek to have a negative interest rate undo
curprev 00:0600:06, 11 May 2018 60.241.137.118 talk 7,476 bytes +2 No edit summary undo

curprev 08:3508:35, 9 May 2018 141.228.114.99 talk 7,474 bytes +30 →External links undo

curprev 15:1415:14, 20 September 2017 Bender235 talk contribs 7,444 bytes −168 No edit summary undo

curprev 14:2414:24, 3 December 2016 Marcocapelle talk contribs 7,612 bytes −98 removed grandparent categories of Category:Short-rate models undo

curprev 14:0414:04, 2 December 2016 85.119.21.2 talk 7,710 bytes −70 Removed the statement that negative interest rates are unwanted feature, as they occur in real life. undo

curprev 20:4020:40, 5 November 2016 2a01:e34:ec07:ac30:f5c1:294b:a8fc:1b85 talk 7,780 bytes +110 added a helpful link to an open source library implementing the vasicek model undo Tag: Visual edit

curprev 01:3601:36, 26 October 2016 XLinkBot talk contribs 7,670 bytes −413 BOT--Reverting link addition(s) by 86.161.131.103 to revision 734709155 (https://www.youtube.com/watch?v=F_tsSKMI818, https://www.youtube.com/watch?v=W4r2-rruP8c [\byoutube\.com]) undo
curprev 01:2901:29, 26 October 2016 86.161.131.103 talk 8,083 bytes +413 →See also undo

curprev 05:3005:30, 16 August 2016 Josve05a talk contribs m 7,670 bytes 0 →top: cleanup using AWB undo

curprev 16:3116:31, 19 April 2016 Ocean124 talk contribs m 7,670 bytes −84 No edit summary undo Tag: Visual edit

curprev 12:1412:14, 1 October 2015 Analyst123 talk contribs 7,754 bytes −1 No edit summary undo
curprev 12:1312:13, 1 October 2015 Analyst123 talk contribs 7,755 bytes −36 No edit summary undo

curprev 15:4415:44, 10 August 2015 92.40.248.60 talk 7,791 bytes +36 →Discussion: corrected the now-false assertion that interest rates cannot decrease below zero, c.f. CHF interest rates 2014-2015, EUR, etc undo Tags: Mobile edit Mobile app edit

curprev 13:1513:15, 26 June 2015 193.2.70.251 talk 7,755 bytes −1 space undo

curprev 19:0119:01, 15 June 2015 Loraof talk contribs 7,756 bytes +4 →Discussion: wikilink undo

curprev 16:1116:11, 29 April 2015 123.255.103.95 talk 7,752 bytes −8 →Asymptotic mean and variance undo
curprev 16:1016:10, 29 April 2015 123.255.103.95 talk 7,760 bytes +8 →Asymptotic mean and variance undo

curprev 18:0418:04, 4 April 2015 109.252.26.5 talk 7,752 bytes +47 →Asymptotic mean and variance undo

curprev 14:1914:19, 10 January 2015 SoSivr talk contribs 7,705 bytes +174 added content undo Tags: Mobile edit Mobile web edit

curprev 13:3413:34, 23 August 2014 Rjwilmsi talk contribs m 7,531 bytes +23 →Details: Journal cites, added 1 DOI using AWB (10395) undo

curprev 13:1113:11, 13 August 2014 80.169.166.90 talk 7,508 bytes −15 No edit summary undo

4 February 2025

31 January 2025

11 November 2024

6 November 2024

29 October 2024

10 November 2023

30 September 2023

15 November 2022

25 August 2022

1 August 2022

30 October 2021

20 September 2021

12 September 2021

5 April 2021

17 February 2021

4 February 2021

12 November 2019

21 October 2019

8 September 2019

1 August 2019

22 July 2019

2 February 2019

11 May 2018

9 May 2018

20 September 2017

3 December 2016

2 December 2016

5 November 2016

26 October 2016

16 August 2016

19 April 2016

1 October 2015

10 August 2015

26 June 2015

15 June 2015

29 April 2015

4 April 2015

10 January 2015

23 August 2014

13 August 2014