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    Fixed Income Securities
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    Exam 15: No Arbitrage and the Pricing of Interest Rate Securities
  5. Question
    How Can We Obtain ¯R and ? in Order to Calibrate
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How Can We Obtain ¯R and ? in Order to Calibrate

Question 3

Question 3

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How can we obtain ¯r and ? in order to calibrate the Vasicek model?

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