Speed of Mean Reversal in Investment Formulas

Speed of Mean Reversal refers to the speed at which the interest rate returns to its long-term mean level. And is denoted by a.

Investment formulas that make use of Speed of Mean Reversal

fxVasicek Interest RateGo

What is the Speed of Mean Reversal?

Speed of Mean Reversal refers to the speed at which the interest rate returns to its long-term mean level.

Can the Speed of Mean Reversal be negative?

{YesorNo}, the Speed of Mean Reversal, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

Let Others Know

✖

Copied!