Callable Bond Binomial Model


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Cox-Ross-Rubinstein (Binomial) Model
4. Bourtov's Model
5. Garman-Kohlhagen Model
6. Merton Model
7. Barone-Adesi-Whaley Quadratic ModelPortfolio Analysis
1. Modern Portfolio Theory
2. Black-Litterman Model
3. Capital Asset ...

Bond Value Calculator for PPC  v.1.0

Bond Value Calculator makes it possible to estimate the prices of bullet and callable bonds using the arbitrage-free binomial tree of risk-free short rates model.





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Bond Value Calculator  v.1.0

Bond Value Calculator makes it possible to estimate the prices of bullet and callable bonds using the arbitrage-free binomial tree of risk-free short rates model.

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