How would you calculate the initial value the equity swap in Business Snapshot 34.3 if OIS discounting

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How would you calculate the initial value the equity swap in Business Snapshot 34.3 if OIS discounting were used?

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:34 PM

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How would you calculate the initial value the equity swap in Business Snapshot 34.3 if OIS discounting

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The change to OIS discounting does not affect the value of the equity amounts Under OIS discoun...View the full answer

Options Futures and Other Derivatives

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