Modelling 1-month euribor interest rate by using differential equations with uncertainty

[EN] This paper deals with modelling interest rate using continuous models with uncertainty based on Itô-type stochastic differential equations. It is provided an analysis of theoretical aspects that involves the so-called Vasicek s model as well as their practical application. The latter includes model parameter fitting and measurement of goodness-of-fit of the model. The theoretical results are applied to modelling 1-month Euribor interest rate.