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View Model Detail:

Reference Number : 21
Model Name : Extended Ho-Lee Model (revised)
Classification # : 50402
Level : intermediate
Version Number : 1
Author : Hanyang Financial Engineering Lab.
Author Affiliation: Hanyang University
Author Email Address: leesb@hanyang.ac.kr
Financial Model Class : 1 factor interest rate model
Issuer/Modeler : N/A
File Type: relative valuation model
Risk Sources: interest rate
Risk Distribution : normal
Economic Assumption : arbitrage-free money market measure
Description :


 

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