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if the interest rate is 12% the upside change is 20% and the downside change is -10%, calculate the risk-neutral probability of upside change
if the interest rate is 12% the upside change is 20% and the downside change is -10%, calculate the risk-neutral probability of upside change
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The Handbook Of Credit Portfolio Management
Authors: Greg Gregoriou, Christian Hoppe
1st Edition
0071598340, 978-0071598347
