Who gave equity option formula for pricing interest rate
Who introduced equity option formula for pricing interest rate options?
Expert
Several people were using equity option formula for pricing interest rate options, although a consistent framework for interest rates had not been growth. It was addressed by Vasicek in 1977.
Illustrates the Epstein–Wilmott model?
How is risk defined in mathematical terms?
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Company A is a AAA-rated firm wanting to issue five-year FRNs. It determines that it can issue FRNs at six-month LIBOR + 1/8 percent or at the six-month Treasury-bill rate + ½ percent. Specified its asset structure, LIBOR is the preferred index. Comp
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