Exercise 21.1.1 Derive the formula for the change in the T-bill futures invoice price per tick with
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Exercise 21.1.1 Derive the formula for the change in the T-bill futures’ invoice price per tick with 91 days to maturity.
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Financial Engineering And Computation Principles Mathematics Algorithms
ISBN: 9780521781718
1st Edition
Authors: Yuh-Dauh Lyuu
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