Assume the risk-neutral default process for a certain corporate follows
a hazard rate model with hazard rate h(t) = t for t ≥ 0. Assume also
that the risk-free rate is 2%. Find the price of a zero coupon bond
issued by the corporate with promised payment of £1,000 at maturity,
if the maturity is in 3 months time.
一道简单的题目 英文出题 谢谢
答案:2 悬赏:50 手机版
- 提问者网友：我没有何以琛的痴心不悔
- 2021-01-26 00:41
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- 五星知识达人网友：慢性怪人
- 2022-04-23 15:14
just how long of course they have no idea, but in the time of “many grandfathers back.” There is [91]a tradition that the Dutch
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- 1楼网友：北城痞子
- 2022-04-23 16:31
搜一下：一道简单的题目 英文出题 谢谢
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