Graduation Year
2015
Date of Submission
12-2014
Document Type
Open Access Senior Thesis
Degree Name
Bachelor of Arts
Department
Economics
Second Department
Mathematics
Reader 1
Fan Yu
Reader 2
Adolfo Rumbos
Rights Information
© 2014 Benjamin I. Lawson
Abstract
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.
Recommended Citation
Lawson, Benjamin I., "An Exposition and Calibration of the Ho-Lee Model of Interest Rates" (2015). CMC Senior Theses. 1061.
https://scholarship.claremont.edu/cmc_theses/1061
