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In computing the value of a European-style interest rate call option using a two-period binomial model, risk-neutral probabilities are most likely used to calculate
In computing the value of a European-style interest rate call option using a two-period binomial model, risk-neutral probabilities are most likely used to calculate
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Financial Management Principles and Applications
Authors: Sheridan Titman, Arthur J. Keown, John H. Martin
13th edition
134417216, 978-0134417509, 013441750X, 978-0134417219
