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by karshi
May 4th, 2002, 7:12 pm
Forum: General Forum
Topic: convertibles with stochastic interest rates
Replies: 2
Views: 189727

convertibles with stochastic interest rates

Hi all,is there anybody out there who can give me a hint, howto include stochastic interest rates in the pricing of convertibles.The basic approach I was following is the one in wilmotts "derivatives"