EXERCISE 7.4 (CIR zero-coupon bond price) Show that the functions b and a given by (7.73) and

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EXERCISE 7.4 (CIR zero-coupon bond price) Show that the functions b and a given by (7.73) and (7.74)

solve the ordinary differential equations (7.71) and (7.72).

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Fixed Income Analysis Securities Pricing And Risk Management

ISBN: 218144

1st Edition

Authors: Claus Munk

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Question Posted: Oct 30, 2024 02:00 AM

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EXERCISE 7.4 (CIR zero-coupon bond price) Show that the functions b and a given by (7.73) and (7.74) solve the ordinary differential equations (7.71) and (7.72).
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EXERCISE 7.4 (CIR zero-coupon bond price) Show that the functions b and a given by (7.73) and

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Fixed Income Analysis Securities Pricing And Risk Management

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