Abstract
In this chapter, we develop a simple, binomial model for interest rates and then examine some common assets whose value depends on interest rates. Assets in this class are called fixed income assets.
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© 2005 Springer Science+Business Media New York
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Shreve, S.E. (2005). Interest-Rate-Dependent Assets. In: Stochastic Calculus for Finance I. Springer Finance. Springer, New York, NY. https://doi.org/10.1007/978-0-387-22527-2_6
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DOI: https://doi.org/10.1007/978-0-387-22527-2_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-24968-1
Online ISBN: 978-0-387-22527-2
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