Khairani, Nerli and Elfitra, Elfitra and Hikmayanti, Sara and Siregar, Tiur (2023) Exploring the Cox Ingersoll Ross (CIR) Interest Rate Model: A Comprehensive Analysis and Applications in Financial Modeling. In: Proceedings of the 8th Annual International Seminar on Transformative Education and Educational Leadership, AISTEEL 2023, 19 September 2023, Medan, North Sumatera Province, Indonesia.
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Abstract
This research comprehensively analyzes the Cox Ingersoll Ross (CIR) interest
rate model and explores its application in financial modeling. The CIR model is widely
used in finance to model interest rates and has proven to be a valuable tool for
understanding and predicting interest rate dynamics.
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:50 |
| Last Modified: | 17 Apr 2026 01:40 |
| URI: | http://eprints.eai.eu/id/eprint/45602 |
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