This project forked from alex-sh-yau/vasicek_stochastic_model
This repository contains the analysis and modeling of LIBOR interest rates, in USD and CAD of different tenors, using various stochastic methods with primary testing done using the Vasicek model.
The model is still a work in progress but most of the in-depth analysis has been complete. The results of the analysis are summarized in multiple plots within the plots folder - They are laid out and organized in the Powerpoint presenation.
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