A result in the Ho and Lee's model (Q3569658)
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scientific article; zbMATH DE number 5723925
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A result in the Ho and Lee's model |
scientific article; zbMATH DE number 5723925 |
Statements
21 June 2010
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Ho and Lee's model
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limit
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forward rate
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future rate
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risk premium
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0.7328696250915527
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0.7318936586380005
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0.7214516997337341
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0.7137352228164673
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0.7100463509559631
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