21.7. What are the advantages of term structure models over Blacks model for valuing interest rate derivatives?

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21.7. What are the advantages of term structure models over Black’s model for valuing interest rate derivatives?

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Fundamentals Of Futures And Options Markets

ISBN: 9780134083247

9th Edition

Authors: John Hull

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Question Posted: Jul 26, 2024 09:00 AM

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21.7. What are the advantages of term structure models over Blacks model for valuing interest rate derivatives?

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Fundamentals Of Futures And Options Markets

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