Finance 400 A. Penati - G. Pennacchi Arbitrage-Free Binomial Models of the Term Structure Earlier, in our discussion of martingale pricing theory, we showed that the absence of arbitrage implied that the date t price of - Martingale pricing - Document - PDFSEARCH.IO

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	Finance 400 A. Penati - G. Pennacchi Arbitrage-Free Binomial Models of the Term Structure Earlier, in our discussion of martingale pricing theory, we showed that the absence of arbitrage implied that the date t price of Add to Reading List Document Date: 2001-10-17 18:36:32 Open Document File Size: 130,30 KB Share Result on Facebook Company Cox / / Currency GBP / pence / / IndustryTerm straightforward given current computer technology / expectations operator / / Person Peter Ritchken / / Position RT / / PublishedMedium Financial Analysts Journal / Journal of Finance / / Technology computer technology / / SocialTag Economics Options Binomial options pricing model Yield curve Risk-neutral measure Bond option Derivative Bond Arbitrage Financial economics

Finance 400 A. Penati - G. Pennacchi Arbitrage-Free Binomial Models of the Term Structure Earlier, in our discussion of martingale pricing theory, we showed that the absence of arbitrage implied that the date t price of Add to Reading List