In the hullndashwhite model a008 and sigma002 calculate, Ask an Expert

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In the Hull–White model, a=0.08 and σ=0.02 . Calculate the price of a one-year European call option on a zero-coupon bond that will mature in five years when the term structure is flat at 5%, the principal of the bond is $100, and the strike price is $70.

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92304008

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