Date of Submission
Open Access Senior Thesis
Bachelor of Arts
© 2014 Benjamin I. Lawson
The purpose of this paper is to create an easily understandable version of the Ho-Lee interest rate model. The first part analyzes the model in detail, and the second part calibrates it to demonstrate how it can be applied to real market data.
Lawson, Benjamin I., "An Exposition and Calibration of the Ho-Lee Model of Interest Rates" (2015). CMC Senior Theses. 1061.