Pricing Applications

Many interesting securities can be priced with the short rate lattice. Sometimes the short rate lattice together with the promised payout pattern on the nodes of the lattice is all that is needed to set up a backward calculation to determine value Other times somewhat more subtle techniques must be used But a wide assortment of problems are amenable to fairly quick calculation using the binomial lattice framework, This section discusses and illustrates a representative group of important and interesting applications of this type.

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