Exercise 24.7.2 Consider a call on a zero-coupon bond with an expiration date that coincides with the

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Exercise 24.7.2 Consider a call on a zero-coupon bond with an expiration date that coincides with the bond’s maturity. Does the call premium depend on the interest rate movements between now and the expiration date?

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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 24.7.2 Consider a call on a zero-coupon bond with an expiration date that coincides with the bonds maturity. Does the call premium depend on the interest rate movements between now and the...
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Exercise 24.7.2 Consider a call on a zero-coupon bond with an expiration date that coincides with the

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Financial Engineering And Computation Principles Mathematics Algorithms

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