Valuing Interest Rate Contingent Claims: A Review of the Ho and Lee Model in the Irish Context

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ESRI

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R Breen, 'Valuing Interest Rate Contingent Claims: A Review of the Ho and Lee Model in the Irish Context', [Memorandum], ESRI, 1990, Memorandum Series, 185

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Author: Breen, R

Publisher: ESRI
Type of material: Memorandum