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- UID
- 223345
- 帖子
- 312
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2013-9-29
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Computing short term rate using volatility
| I want to know how to compute the short term rate given the volatility. Specific problem would be practice question 2 on page 297 of the alternative assets and fixed income book (vol 5). Can it be done or is it just given? |
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发表于 2011-7-11 19:37
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