Pricing Commodity Bonds Using Binomial Option Pricing
Pricing Commodity Bonds Using Binomial Option PricingRaghuram Rajan
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Pricing Commodity Bonds Using Binomial Option Pricing

Pricing Commodity Bonds Using Binomial Option Pricing

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Binomial option pricing offers an easy, flexible, comprehensive method for pricing commodity -linked bonds when there is risk both of default and of changes in commodity prices.