ASSIGNMENT 2: Gaussian Term Structure
- Due Sep 4, 2021 at 11:59pm
- Points 6
- Questions 6
- Available after Sep 1, 2021 at 8pm
- Time Limit None
Instructions
In this homework you will be calculating the various parts of the Gaussian Term Structure model that I taught you. For one of the questions you will need the data in the following spreadsheet.
Feel free to use the lecture notes to make sure you get the formulas right. When in doubt about the number of decimal places you should enter use more rather than fewer.
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