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    Derivatives and Risk Management Study Set 2
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    Exam 12: Interest Rate Forwards and Options
  5. Question
    Pricing an Interest Rate Option Is a Complex Process,but a Simple
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Pricing an Interest Rate Option Is a Complex Process,but a Simple

Question 5

Question 5

True/False

Pricing an interest rate option is a complex process,but a simple approach can be taken by applying the Cox model in this context.

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