COMPARATION OF VASICEK AND HULL-WHITE MODEL IN YIELD TO MATURITY DETERMINATION OF ZERO COUPON BOND IN BANK OF CANADA
Zero Coupon Bond is an example of bond sold with price cheaper than it’s par value. The choice to sell the bond at a discount effected by interest rate level so it is important to model interest rate level movement over time and see the relation towards Zero Coupon Bond price and yield to maturit...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/47788 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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