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BSOP

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September 11, 2012 at 9:08 am #54464
sula1988
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In bpp p4 text when using BSOP (Black scholes model) in default probability and loss has stated r= ln (1+ 0.05) = 0.0488 (risk free rate given =0.05) can some one explain why. in options chapter they have just used risk free rate straight forward
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