一道简单的题目 英文出题 谢谢

Assume the risk-neutral default process for a certain corporate follows
a hazard rate model with hazard rate h(t) = t for t ≥ 0. Assume also
that the risk-free rate is 2%. Find the price of a zero coupon bond
issued by the corporate with promised payment of £1,000 at maturity,
if the maturity is in 3 months time.

just how long of course they have no idea, but in the time of “many grandfathers back.” There is [91]a tradition that the Dutch

搜一下：一道简单的题目 英文出题 谢谢

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