Explain accurately value bond options
If the model could not even find bond prices right, how could this hope to accurately value bond options?
Expert
Thomas Ho and Sang-Bin Lee found a way around it, introducing the concept of yield-curve fitting or calibration, 1986.
Who described option pricing with deterministic volatility?
Who published a book regarding option formula and risk neutrality?
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I need the answers for the midterm exam for FIN6000
What are the various types of Corporate Bonds?
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