Derivative of Short Rate in Investment Formulas

The Derivative of Short Rate is the rate that applies to an infinitesimally short period of time. And is denoted by dr_t.

Formulas to find Derivative of Short Rate in Investment

fxVasicek Interest RateGo

fx Speed of Mean Reversal Go

fx Long Term Mean Go

fx Short Rate Go

fx Derivatives Go

fx Time Period Go

fx Volatility at Time Go

fx Random Market Risk Go

What is the Derivative of Short Rate?

The Derivative of Short Rate is the rate that applies to an infinitesimally short period of time.

Can the Derivative of Short Rate be negative?

{YesorNo}, the Derivative of Short Rate, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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