Discuss the need for alternatives to the Black model as applied to different types of fixed income

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Discuss the need for alternatives to the Black model as applied to different types of fixed income options.

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Debt Markets And Investments

ISBN: 9780190877439

1st Edition

Authors: H. Kent Baker, Greg Filbeck, Andrew C. Spieler

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Question Posted: Dec 07, 2023 03:23 AM

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Discuss the need for alternatives to the Black model as applied to different types of fixed income

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The Black model strictly works for European options and assumes constant volatility throughout the o...View the full answer

Debt Markets And Investments

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