Comment on the arbitrage-free features of valuing a bond using a binomial interest rate tree generated by

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Comment on the arbitrage-free features of valuing a bond using a binomial interest rate tree generated by estimating $u$ and $d$ in terms of mean and variance.

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Derivatives Markets And Analysis

ISBN: 9781118202692

1st Edition

Authors: R. Stafford Johnson

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Question Posted: Apr 26, 2024 05:00 AM

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Comment on the arbitrage-free features of valuing a bond using a binomial interest rate tree generated by

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Derivatives Markets And Analysis

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