7 Tree を使った価格モデルのフレームワーク
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7.1 格子クラス および 離散化資産クラス
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7.1.1 例:Discretized Bond (離散モデルで表現された債券)
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7.1.2 例:DiscretizedOptionクラス(離散モデルで表現されたオプションクラス)
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7.2 Tree および Tree-Based Lattice
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7.2.1 Treeクラスのテンプレート
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7.2.2 2項Treeおよび3項Treeクラス
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7.2.3 TreeLatticeクラステンプレート
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7.3 Tree をベースにした価格エンジン
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7.3.1 例: コールオプション付き固定金利債
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