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Risk Neutral Interest Rate Process
Many Thanks for the answer!- LuEs
- Post #3
- Forum: Fixed Income (P1.T4 or P2.T5)
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Risk Neutral Interest Rate Process
Hello Everybody, I have a question concerning the chapter 8 of Fixed Income Securities. At the end of the chapter, Tuckman shows two different trees, one depicting the true interest rate process an one the risk-neutral interest rate process. It is right to use "risk-neutral" for defining that...- LuEs
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- Replies: 2
- Forum: Fixed Income (P1.T4 or P2.T5)