Stochastic Interest

Views Updated: Dec 15, 2025

Key Facts

Abbreviation
SI
Pronunciation
/stoʊˈkæstɪk ˈɪntəˌrɛst/
Category
Miscellaneous
Related Field
Unclassified

Examples in Context

  1. This paper presents a no-arbitrage model of closed-form approximation for valuing basket options under a stochastic interest rate economy.
  2. Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process
  3. Actuarial Present Value Model of Life Insurance Portfolio under Stochastic Interest(SI) Rate
  4. Life insurance reserve and risk analysis with stochastic interest rates
  5. Pricing European Contingent Claims Under Stochastic Interest(SI) Rate and Stochastic Life; the yield to maturity

Other meanings of SI

Sports Illustrated Community
The international system of units Academic
International Systems of Units (ISU preferred) Gov
System International Misc
Système International Misc
Standard International Misc
Systeme Internationale Misc
International System Gov
Sexual Intercourse Medical
Small Intestine Medical