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# Thread: Vasicek and CIR model

1. ## Vasicek and CIR model

Recently I went to a MFE seminar. During the seminar, the instructor told us that since there has been a huge change in the text book, as follows:
changing dP/P = a(r,t,T)dt+q(r,t,T)dZ to dP/P = a(r,t,T)dt - q(r,t,T)dZ.
that many of the formulas regarding Vasicek and CIR have been changed as well. He was anticipating that there wouldn't be any exam question that would ask us about these two models, except maybe some definition questions.
I would really hate to memorize the ridiculous formulas,but at the same time, i can't go back and blame the professor if i fail to pass the exam. Just want to see what are some people's take on this.

2. I concentrate only on Vasicek Model. CIR, I give up.

3. Originally Posted by lovenjstar
Recently I went to a MFE seminar. During the seminar, the instructor told us that since there has been a huge change in the text book, as follows:
changing dP/P = a(r,t,T)dt+q(r,t,T)dZ to dP/P = a(r,t,T)dt - q(r,t,T)dZ.
that many of the formulas regarding Vasicek and CIR have been changed as well. He was anticipating that there wouldn't be any exam question that would ask us about these two models, except maybe some definition questions.
I would really hate to memorize the ridiculous formulas,but at the same time, i can't go back and blame the professor if i fail to pass the exam. Just want to see what are some people's take on this.
I say beef up on everything else, that way passing won't come down to a vasicek or CIR question

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