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Ho-Lee short rate model under the Heath-Jarrow-Morton framework

Under the Heath-Jarrow-Morton (HJM) framework the dynamics of the Ho-Lee short rate model are defined as following: $$dr(t)=\theta(t)dt+\sigma dW^{\mathbb{Q}}(t)$$ with $\mathbb{Q}$ the risk-neutral ...
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Zero Coupon Bond Forward Price

I'm currently working on the Coursera Financial Engineering and Risk Management course. In one of the questions I was asked to build a binomial pricing model for fixed-income securities. Specifically ...