{"id":1201,"date":"2021-05-30T16:10:11","date_gmt":"2021-05-30T08:10:11","guid":{"rendered":"https:\/\/www.ukm.my\/jem\/?post_type=article&#038;p=1201"},"modified":"2021-09-09T12:31:56","modified_gmt":"2021-09-09T04:31:56","slug":"applying-a-stochastic-model-to-the-tenn-structure-of-interest-rates-in-malaysia","status":"publish","type":"article","link":"https:\/\/www.ukm.my\/jem\/article\/applying-a-stochastic-model-to-the-tenn-structure-of-interest-rates-in-malaysia\/","title":{"rendered":"Applying a Stochastic Model to the Tenn Structure of Interest Rates in Malaysia"},"content":{"rendered":"\n<p>Malaysia&#8217;s money and bond markets are increasingly large, complex, and volatile. This paper explains how the Cox, Ingersoll, and Ross model of the term structure of interest rates can be used to value securities and manage risk in such an environment. Computational procedures are discussed and a parameter estimation method is demonstrated using a sample of Malaysian interbank deposit rates.<\/p>\n","protected":false},"template":"","tags":[],"jel-code":[],"article-type":[1329],"class_list":["entry","author-kazman","post-1201","article","type-article","status-publish","article-type-normal-article"],"_links":{"self":[{"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/article\/1201","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/article"}],"about":[{"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/types\/article"}],"version-history":[{"count":2,"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/article\/1201\/revisions"}],"predecessor-version":[{"id":6457,"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/article\/1201\/revisions\/6457"}],"wp:attachment":[{"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/media?parent=1201"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/tags?post=1201"},{"taxonomy":"jel-code","embeddable":true,"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/jel-code?post=1201"},{"taxonomy":"article-type","embeddable":true,"href":"https:\/\/www.ukm.my\/jem\/wp-json\/wp\/v2\/article-type?post=1201"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}