22. The binomial method can be used to value a cap or a floor by valuing the...

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22. The binomial method can be used to value a cap or a floor by valuing the cap or floor for each period and then summing these values.

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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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Question Posted: Oct 23, 2024 10:01 AM

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22. The binomial method can be used to value a cap or a floor by valuing the cap or floor for each period and then summing these values.
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22. The binomial method can be used to value a cap or a floor by valuing the...

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Measuring And Controlling Interest Rate And Credit Risk

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