Cortés, J.-C.Romero, J.-V.Sánchez Sánchez, A.Villanueva Micó, Rafael Jacinto2016-09-162016-09-162015-110976-1586https://riunet.upv.es/handle/10251/70015[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.Reserva de todos los derechosModelling interest rates1-month EuriborIto-type stochastic differential equationMaximum likelihood methodPrediction.MATEMATICA APLICADAArtículoAbierto