Gáll, József MihályRexhepi, Etrita2022-05-052022-05-052022-05-05http://hdl.handle.net/2437/332434In this thesis I was considering Ho and Lee model in discrete and continuous case. The aim of the thesis was generating short rates, spot rates and forward rates, from zero coupon bonds in the Ho and Lee model in discrete case. And some simulations of forward rates in continuous case.42enspot rateszero coupon bondsHo and Lee modelshort ratesforward ratesDEENK Témalista::MatematikaDEENK Témalista::Közgazdaságtudomány