Zero Coupon bond Price

Posted by Gary Pai  •  Filed under Interest Rate Models, Derivatives Pricing

The calculation is based on Hull-White model with spot rate curve 0.1-0.05*exp(-0.2*t).

Tagged: Hull-White, Interest Rate Models, Zero Coupon Bond Calculator

 •  Dec 17, 2012  • 

Image Gallery

pix pix pix pix pix pix

Why this website?

This website, QuantCalc, offers varied financial math calculators, calibration methods and arbitrage strategies. The reason why we develop QuantCalc is that we hope our ability of pricing, calibration and arbitraging can be seen by World. Please contact us if you want to see some specific method or strategy to be implemented on QuantCalc.

Contact

Please contact us if you have any suggestion.

garypai314@gmail.com


Copyright 2012-2024