Exercise 23.3.4 (1) How do we compute the forward price for a forward contract on a bond?

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Exercise 23.3.4 (1) How do we compute the forward price for a forward contract on a bond? (2) Calculate the forward price for a 2-year forward contract on a 1-year T-bill.

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Financial Engineering And Computation Principles Mathematics Algorithms

ISBN: 9780521781718

1st Edition

Authors: Yuh-Dauh Lyuu

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Question Posted: Oct 26, 2024 01:01 PM

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Exercise 23.3.4 (1) How do we compute the forward price for a forward contract on a bond? (2) Calculate the forward price for a 2-year forward contract on a 1-year T-bill.
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Exercise 23.3.4 (1) How do we compute the forward price for a forward contract on a bond?

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Financial Engineering And Computation Principles Mathematics Algorithms

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