19. There are two valuation methodologies that are being used to value bonds with embedded options: the

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19. There are two valuation methodologies that are being used to value bonds with embedded options: the binomial method and the Monte Carlo simulation method.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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