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Figure 3: Bond Yields. 10.0%. 9.0%. ¬. Corporates. 8.0%. 7.0%. ¬. Treasuries. 6.0%. Rates. ¬. Municipals. 5.0%. 4.0%. 3.0%. 2.0%. 89. 90. 91. 92. 93. 94. 95. 96. 97. Years. . branches. . . . . nodes. . time 0. . time 1. time 2.

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  1. Figure 3: Bond Yields 10.0% 9.0% ¬ Corporates 8.0% 7.0% ¬ Treasuries 6.0% Rates ¬ Municipals 5.0% 4.0% 3.0% 2.0% 89 90 91 92 93 94 95 96 97 Years

  2. branches     nodes  time 0  time 1 time 2 Figure 4: A Binomial Tree

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