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    Fixed Income Securities
  4. Exam
    Exam 13: Monte Carlo Simulations on Trees
  5. Question
    When Pricing Zero Coupon Bonds, Are Results from the Monte
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When Pricing Zero Coupon Bonds, Are Results from the Monte

Question 14

Question 14

Essay

When pricing zero coupon bonds, are results from the Monte Carlo simu- lations on a tree the same as risk neutral pricing on a tree? Why?

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