List of Assumptions

Chapter 1: The Vasicek Model

Assumption 1

Assumption 2

Assumption 3

Chapter 2: The Cox, Ingersoll and Ross Model

Assumption 1

Assumption 2

Assumption 3

Assumption 4

Assumption 5

Assumption 6

Assumption 7

Assumption 8

Assumption 10

Assumption 1

Assumption 2

Assumption 3

Chapter 5: Langetieg's Multi-Factor Equilibrium Framework

Assumption 1

Assumption 2

Assumption 3

Chapter 10: The Ho and Lee Model

Assumption 1

Assumption 2

Assumption 3

Assumption 4

Chapter 11: The Heath, Jarrow and Morton Model

Condition 1

Condition 2

Condition 3

Lemma 0.1

Corollary 0.1.1

Corollary 0.1.2

Condition 4

Proposition 1

Lemma 1.1

Lemma 1.2

Condition 5

Proposition 2

Lemma 2.1

Lemma 2.2

Condition 6

Proposition 3