Exercise . (Futures on bonds) Show the last claim in Theorem .. Exercise . (CIR zero-coupon bond

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Exercise . (Futures on bonds) Show the last claim in Theorem ..

Exercise . (CIR zero-coupon bond price) Show that the functions b and a given by (.) and (.) solve the ordinary differential equations (.) and (.).

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Fixed Income Modelling

ISBN: 978-0198716440

1st Edition

Authors: Claus Munk

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Question Posted: Oct 29, 2024 09:01 AM

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Exercise . (Futures on bonds) Show the last claim in Theorem .. Exercise . (CIR zero-coupon bond price) Show that the functions b and a given by (.) and (.) solve the ordinary differential equations...
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Exercise . (Futures on bonds) Show the last claim in Theorem .. Exercise . (CIR zero-coupon bond

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Fixed Income Modelling

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