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binomial-interest-rate-tree

  1. David Harper CFA FRM

    Fresh quiz of Tuckman's (Chapter 7) Term Structure Case

    In the discussion associated with our T5-40 question at old https://www.bionicturtle.com/forum/threads/l2-t5-40-replicating-callable-bond-tuckman.3551/post-78646 @Sixcarbs asked for a fresh situation (same mechanics but simply with different but coherent numbers). Here is what I've come up with...
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