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Basic Question 0 of 4
In the Vasicek model, dr = a(b-r)dt + σ dz, the speed of reversion is:
B. b
C. dz
A. a
B. b
C. dz
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I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.
Andrea Schildbach
Learning Outcome Statements
describe a Monte Carlo forward-rate simulation and its application.
CFA® 2025 Level II Curriculum, Volume 4, Module 27.