An Exponential-Affine Short Rate Bond Model Is One

question 11

Multiple Choice

An exponential-affine short rate bond model is one

• A) That most bond traders have an affinity for.
• B) Where the bond prices are linear in the short-rate.
• C) Where the logarithm of bond prices is linear in the short rate.
• D) Where the bond price is based on discrete compounding.

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Definitions:

Three Sigma

Three Sigma is a statistical measure that represents a control process for quality that aims to keep defects within a limit of three standard deviations from the mean in manufacturing processes.

ISO 9000

A family of standards related to quality management systems designed to help organizations ensure they meet customer and other stakeholder needs within statutory and regulatory requirements related to a product.

ISO 14001

An international standard that specifies requirements for an effective environmental management system (EMS).

TQM

Total Quality Management, a management approach focused on continuous quality improvement of products and services, involving all organization members.