Discuss the functional form of the cox-ingersoll-ross model


Interest rate model

1. Discuss the functional form of the Cox-Ingersoll-Ross model and what advantages and disadvantages this model features as compared to the Ho & Lee model. Discuss.

2. Explain how you would price a zero-coupon bond in the Cox-Ingersoll-Ross model.

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Basic Computer Science: Discuss the functional form of the cox-ingersoll-ross model
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