a. What are the general characteristics of the Ho-Lee arbitrage-free interest-rate model? b. How does the Ho-Lee

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a. What are the general characteristics of the Ho-Lee arbitrage-free interest-rate model?

b. How does the Ho-Lee arbitrage-free interestrate model differ from the Hull-White arbitragefree interest-rate model?

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Bond Markets Analysis And Strategies

ISBN: 9780132743549

8th Edition

Authors: Frank J Fabozzi

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Question Posted: Jul 28, 2024 05:01 AM

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a. What are the general characteristics of the Ho-Lee arbitrage-free interest-rate model? b. How does the Ho-Lee

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Bond Markets Analysis And Strategies

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